+807.8%
CCL vs CP
+7,669.4%
-6,861.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | -2.7% | -2.4% | -3.8% |
| 30D | -20.3% | +0.2% | -20.5% | -20.4% |
| 3M | -15.1% | +2.6% | -17.7% | -16.4% |
| 6M | -15.1% | +6.0% | -21.1% | -17.5% |
| YTD | -21.8% | +24.9% | -46.7% | -30.0% |
| 1Y | -24.8% | +20.1% | -44.9% | -31.4% |
| 3Y | +51.9% | +16.4% | +35.5% | +40.2% |
| 5Y | +4.0% | +31.7% | -27.7% | -8.7% |
| 10Y | -42.2% | +223.9% | -266.1% | -64.5% |
| All | +807.8% | +7,669.4% | -6,861.7% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling