-28.5%
CCL vs CP
+261.0%
-289.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +2.4% |
| 7D | +3.1% | +2.8% | +0.3% | +0.8% |
| 30D | +17.5% | +11.3% | +6.2% | +7.3% |
| 3M | +6.8% | +2.9% | +4.0% | +4.1% |
| 6M | +18.7% | +9.8% | +9.0% | +9.0% |
| YTD | +3.0% | +28.5% | -25.5% | -17.5% |
| 1Y | +17.7% | +33.5% | -15.8% | -8.7% |
| 3Y | +155.6% | +31.9% | +123.7% | +94.4% |
| 5Y | +30.2% | +25.5% | +4.7% | +2.7% |
| 10Y | -28.5% | +257.6% | -286.0% | -68.2% |
| All | -28.5% | +261.0% | -289.5% | -68.2% |
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