+55.4%
CCL vs COMP
+215.9%
-160.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | -20.3% | -13.3% | -7.0% | -17.3% |
| 3M | -15.1% | +41.1% | -56.3% | -23.0% |
| 6M | -15.1% | +17.2% | -32.3% | -20.3% |
| YTD | -21.8% | +5.2% | -27.0% | -25.5% |
| 1Y | -24.8% | +18.9% | -43.7% | -31.3% |
| All | +55.4% | +215.9% | -160.5% | -6.8% |
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 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