-25.3%
CCL vs CPB
-31.9%
+6.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | -0.1% | -8.2% | +8.1% | +1.2% |
| 30D | -20.0% | -5.6% | -14.4% | -19.3% |
| 3M | -13.7% | +3.0% | -16.6% | -14.1% |
| 6M | -9.0% | -12.7% | +3.7% | -7.3% |
| YTD | -22.8% | -18.0% | -4.8% | -20.8% |
| 1Y | -25.3% | -31.7% | +6.4% | -18.8% |
| All | -25.3% | -31.9% | +6.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling