-29.4%
CCL vs CPB
-40.9%
+11.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | +5.8% | +2.9% | +2.9% | +5.9% |
| 30D | +17.3% | +17.6% | -0.3% | +17.8% |
| 3M | +11.3% | +2.0% | +9.3% | +11.4% |
| 6M | +18.5% | +11.6% | +6.8% | +19.0% |
| YTD | +2.8% | -13.8% | +16.6% | +2.1% |
| 1Y | +16.7% | -21.6% | +38.3% | +15.4% |
| 3Y | +146.0% | -35.8% | +181.8% | +140.0% |
| 5Y | +33.6% | -33.3% | +66.9% | +31.1% |
| 10Y | -29.4% | -39.4% | +10.0% | -34.2% |
| All | -29.4% | -40.9% | +11.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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