+807.8%
CCL vs CPB
+325.7%
+482.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.9% |
| 7D | -5.0% | -8.6% | +3.5% | -3.2% |
| 30D | -20.3% | -7.2% | -13.1% | -19.1% |
| 3M | -15.1% | +0.9% | -16.0% | -15.6% |
| 6M | -15.1% | -11.8% | -3.3% | -13.2% |
| YTD | -21.8% | -19.4% | -2.4% | -18.6% |
| 1Y | -24.8% | -30.4% | +5.6% | -19.3% |
| 3Y | +51.9% | -40.2% | +92.0% | +65.7% |
| 5Y | +4.0% | -39.5% | +43.5% | +10.9% |
| 10Y | -42.2% | -47.4% | +5.2% | -39.8% |
| All | +807.8% | +325.7% | +482.0% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling