-41.7%
CCL vs CPB
-44.2%
+2.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.1% |
| 7D | -4.4% | -8.0% | +3.6% | -4.6% |
| 30D | -18.2% | -2.4% | -15.8% | -18.2% |
| 3M | -17.7% | +0.5% | -18.3% | -17.6% |
| 6M | -13.0% | -10.5% | -2.5% | -13.3% |
| YTD | -24.5% | -17.5% | -7.0% | -25.0% |
| 1Y | -26.9% | -31.0% | +4.1% | -28.1% |
| 3Y | +50.8% | -40.6% | +91.4% | +46.9% |
| 5Y | -0.9% | -37.7% | +36.8% | -2.9% |
| 10Y | -41.7% | -43.4% | +1.8% | -43.8% |
| All | -41.7% | -44.2% | +2.5% | -43.8% |
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