+41.0%
CCL vs CNC
+5,537.6%
-5,496.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | -5.0% | +3.5% | -8.6% | -5.8% |
| 30D | -20.3% | +0.1% | -20.4% | -20.4% |
| 3M | -15.1% | +6.9% | -22.1% | -16.7% |
| 6M | -15.1% | +49.0% | -64.1% | -23.5% |
| YTD | -21.8% | +62.9% | -84.7% | -31.2% |
| 1Y | -24.8% | +134.0% | -158.8% | -39.6% |
| 3Y | +51.9% | +9.4% | +42.4% | +36.0% |
| 5Y | +4.0% | +4.1% | -0.1% | -6.7% |
| 10Y | -42.2% | +95.4% | -137.6% | -55.2% |
| All | +41.0% | +5,537.6% | -5,496.6% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling