+12.5%
CCL vs COMP
-52.0%
+64.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.3% | -2.6% |
| 7D | +3.1% | +13.4% | -10.3% | -0.6% |
| 30D | +13.7% | +11.1% | +2.6% | +9.8% |
| 3M | +3.8% | -18.8% | +22.6% | +9.4% |
| 6M | +9.3% | +10.5% | -1.2% | +4.5% |
| YTD | -1.1% | -3.4% | +2.3% | -3.6% |
| 1Y | +14.6% | +19.7% | -5.1% | +4.5% |
| 3Y | +146.4% | +381.6% | -235.2% | +34.9% |
| 5Y | +21.9% | -17.6% | +39.5% | -7.5% |
| All | +12.5% | -52.0% | +64.4% | -8.8% |
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