+22.2%
CCL vs CP
+24.4%
-2.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.3% |
| 7D | +2.6% | +2.8% | -0.2% | +0.5% |
| 30D | +13.1% | +10.2% | +2.9% | +4.6% |
| 3M | +3.3% | +2.4% | +0.9% | +1.2% |
| 6M | +8.7% | +7.7% | +1.0% | +1.8% |
| YTD | -1.6% | +26.0% | -27.6% | -19.0% |
| 1Y | +14.0% | +34.6% | -20.7% | -11.2% |
| 3Y | +145.1% | +26.7% | +118.5% | +93.6% |
| All | +22.2% | +24.4% | -2.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling