-41.0%
CCL vs CP
+219.6%
-260.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -0.1% | +2.4% | -2.6% | -2.2% |
| 30D | -20.0% | -0.5% | -19.4% | -19.7% |
| 3M | -13.7% | +1.4% | -15.1% | -15.1% |
| 6M | -9.0% | +10.3% | -19.3% | -16.5% |
| YTD | -22.8% | +24.3% | -47.1% | -36.2% |
| 1Y | -25.3% | +20.4% | -45.8% | -36.8% |
| 3Y | +54.1% | +21.8% | +32.3% | +26.0% |
| 5Y | +3.5% | +31.5% | -28.0% | -21.6% |
| 10Y | -41.0% | +223.2% | -264.3% | -72.9% |
| All | -41.0% | +219.6% | -260.7% | -72.9% |
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