-30.8%
CCL vs CP
+253.8%
-284.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.9% |
| 7D | +3.1% | +2.8% | +0.3% | +0.9% |
| 30D | +13.7% | +10.2% | +3.5% | +4.7% |
| 3M | +3.8% | +2.4% | +1.5% | +1.6% |
| 6M | +9.3% | +7.7% | +1.6% | +1.9% |
| YTD | -1.1% | +26.0% | -27.1% | -19.5% |
| 1Y | +14.6% | +34.6% | -20.1% | -11.9% |
| 3Y | +146.4% | +26.7% | +119.7% | +94.1% |
| 5Y | +21.9% | +24.9% | -3.0% | -3.6% |
| All | -30.8% | +253.8% | -284.6% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling