+145.1%
CCL vs CP
+26.5%
+118.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.2% |
| 7D | +2.6% | +2.8% | -0.2% | +0.8% |
| 30D | +13.1% | +10.2% | +2.9% | +5.6% |
| 3M | +3.3% | +2.4% | +0.9% | +1.5% |
| 6M | +8.7% | +7.7% | +1.0% | +2.7% |
| YTD | -1.6% | +26.0% | -27.6% | -16.8% |
| 1Y | +14.0% | +34.6% | -20.7% | -8.0% |
| 3Y | +145.1% | +26.7% | +118.5% | +98.9% |
| All | +145.1% | +26.5% | +118.7% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling