+1.4%
CCL vs CNC
+3.0%
-1.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.1% |
| 7D | -4.4% | -4.9% | +0.5% | -4.0% |
| 30D | -18.2% | -3.8% | -14.4% | -18.0% |
| 3M | -17.7% | -3.2% | -14.5% | -17.6% |
| 6M | -13.0% | +47.9% | -60.9% | -16.2% |
| YTD | -24.5% | +55.7% | -80.2% | -27.7% |
| 1Y | -26.9% | +106.2% | -133.2% | -32.2% |
| 3Y | +50.8% | -2.1% | +52.8% | +45.3% |
| All | +1.4% | +3.0% | -1.6% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling