+1.4%
CCL vs CP
+32.0%
-30.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -5.0% | -2.7% | -2.4% | -3.0% |
| 30D | -20.3% | +0.2% | -20.5% | -20.5% |
| 3M | -15.1% | +2.6% | -17.7% | -17.2% |
| 6M | -15.1% | +6.0% | -21.1% | -19.2% |
| YTD | -21.8% | +24.9% | -46.7% | -34.9% |
| 1Y | -24.8% | +20.1% | -44.9% | -35.6% |
| 3Y | +51.9% | +16.4% | +35.5% | +30.0% |
| All | +1.4% | +32.0% | -30.6% | -22.2% |
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 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