+47.5%
CCL vs CNC
-0.4%
+47.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -4.3% | -3.9% | -0.4% | -4.4% |
| 30D | -19.0% | +0.8% | -19.8% | -19.0% |
| 3M | -13.1% | +0.1% | -13.2% | -13.1% |
| 6M | -13.3% | +79.7% | -93.0% | -12.6% |
| YTD | -25.2% | +58.9% | -84.2% | -24.7% |
| 1Y | -27.2% | +109.1% | -136.3% | -26.1% |
| All | +47.5% | -0.4% | +47.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling