+1.4%
CCL vs COMP
-31.2%
+32.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.1% |
| 3M | -15.1% | +41.1% | -56.3% | -23.6% |
| 6M | -15.1% | +17.2% | -32.3% | -20.3% |
| YTD | -21.8% | +5.2% | -27.0% | -25.2% |
| 1Y | -24.8% | +18.9% | -43.7% | -31.6% |
| 3Y | +51.9% | +215.9% | -164.0% | -6.0% |
| All | +1.4% | -31.2% | +32.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling