+1,095.7%
CCL vs CPB
+361.0%
+734.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.4% |
| 7D | +3.1% | +3.3% | -0.2% | +2.3% |
| 30D | +17.5% | +19.0% | -1.5% | +13.0% |
| 3M | +6.8% | +0.4% | +6.4% | +6.4% |
| 6M | +18.7% | +13.0% | +5.8% | +14.9% |
| YTD | +3.0% | -12.7% | +15.8% | +5.1% |
| 1Y | +17.7% | -20.9% | +38.6% | +22.7% |
| 3Y | +155.6% | -35.4% | +191.0% | +174.1% |
| 5Y | +30.2% | -32.3% | +62.5% | +35.0% |
| 10Y | -28.5% | -40.5% | +12.1% | -28.0% |
| All | +1,095.7% | +361.0% | +734.7% | +488.8% |
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 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