+11.1%
CCL vs COMP
-52.0%
+63.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | +13.1% | +16.6% | -3.4% | +7.7% |
| 3M | +3.4% | -23.5% | +26.9% | +10.7% |
| 6M | +18.7% | +25.7% | -7.0% | +9.5% |
| YTD | -2.3% | -3.4% | +1.1% | -4.9% |
| 1Y | +14.2% | +7.6% | +6.6% | +7.4% |
| 3Y | +133.6% | +423.6% | -290.0% | +24.7% |
| 5Y | +33.5% | -10.6% | +44.1% | -0.3% |
| All | +11.1% | -52.0% | +63.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling