+11.9%
CCL vs COMP
-56.6%
+68.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.2% | +2.6% | -3.2% |
| 7D | +2.6% | -1.8% | +4.4% | +3.2% |
| 30D | +11.3% | -0.8% | +12.1% | +11.2% |
| 3M | +0.3% | -28.1% | +28.4% | +9.6% |
| 6M | +16.1% | +27.0% | -10.9% | +6.4% |
| YTD | -1.6% | -12.8% | +11.2% | -1.1% |
| 1Y | +11.8% | +4.9% | +6.9% | +6.1% |
| 3Y | +139.6% | +321.0% | -181.4% | +36.7% |
| 5Y | +21.3% | -25.6% | +46.9% | -5.0% |
| All | +11.9% | -56.6% | +68.5% | -6.3% |
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