+11.9%
CCL vs COMP
-52.0%
+63.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.8% | -3.1% |
| 7D | +2.6% | +13.4% | -10.8% | -1.2% |
| 30D | +13.1% | +11.1% | +2.0% | +9.2% |
| 3M | +3.3% | -18.8% | +22.1% | +8.8% |
| 6M | +8.7% | +10.5% | -1.8% | +4.0% |
| YTD | -1.6% | -3.4% | +1.8% | -4.1% |
| 1Y | +14.0% | +19.7% | -5.7% | +4.0% |
| 3Y | +145.1% | +381.6% | -236.5% | +34.2% |
| 5Y | +21.2% | -17.6% | +38.8% | -8.0% |
| All | +11.9% | -52.0% | +63.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling