+22.8%
CCL vs CPB
-31.3%
+54.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +3.1% | +8.0% | -4.9% | +2.8% |
| 30D | +13.7% | +22.4% | -8.7% | +13.1% |
| 3M | +3.8% | +2.5% | +1.3% | +3.6% |
| 6M | +9.3% | +12.2% | -3.0% | +9.1% |
| YTD | -1.1% | -12.8% | +11.7% | -1.5% |
| 1Y | +14.6% | -19.2% | +33.7% | +14.2% |
| 3Y | +146.4% | -35.6% | +182.0% | +141.4% |
| All | +22.8% | -31.3% | +54.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling