+146.4%
CCL vs COMP
+353.8%
-207.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.3% | -2.4% |
| 7D | +3.1% | +13.4% | -10.3% | -0.4% |
| 30D | +13.7% | +11.1% | +2.6% | +10.1% |
| 3M | +3.8% | -18.8% | +22.6% | +9.0% |
| 6M | +9.3% | +10.5% | -1.2% | +4.9% |
| YTD | -1.1% | -3.4% | +2.3% | -4.2% |
| 1Y | +14.6% | +19.7% | -5.1% | +5.2% |
| 3Y | +146.4% | +381.6% | -235.2% | +41.2% |
| All | +146.4% | +353.8% | -207.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling