+1,047.9%
CCL vs CPB
+360.6%
+687.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +3.1% | +8.0% | -4.9% | +1.4% |
| 30D | +13.7% | +22.4% | -8.7% | +8.6% |
| 3M | +3.8% | +2.5% | +1.3% | +2.9% |
| 6M | +9.3% | +12.2% | -3.0% | +5.9% |
| YTD | -1.1% | -12.8% | +11.7% | +0.9% |
| 1Y | +14.6% | -19.2% | +33.7% | +18.8% |
| 3Y | +146.4% | -35.6% | +182.0% | +164.4% |
| 5Y | +21.9% | -31.4% | +53.3% | +25.9% |
| 10Y | -29.4% | -37.9% | +8.5% | -30.0% |
| All | +1,047.9% | +360.6% | +687.4% | +465.5% |
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