-29.4%
CCL vs CRL
+353.6%
-383.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | +5.8% | -1.7% | +7.5% | +6.1% |
| 30D | +17.3% | +14.6% | +2.7% | +8.4% |
| 3M | +11.3% | +24.8% | -13.5% | -1.9% |
| 6M | +18.5% | +94.7% | -76.2% | -17.7% |
| YTD | +2.8% | +73.4% | -70.6% | -25.5% |
| 1Y | +16.7% | +104.7% | -87.9% | -22.3% |
| 3Y | +146.0% | +101.1% | +45.0% | +49.3% |
| 5Y | +33.6% | -10.8% | +44.4% | +24.2% |
| 10Y | -29.4% | +358.8% | -388.2% | -74.3% |
| All | -29.4% | +353.6% | -383.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling