+16.7%
CCL vs CRL
+106.9%
-90.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +5.8% | -1.7% | +7.5% | +6.0% |
| 30D | +17.3% | +14.6% | +2.7% | +11.7% |
| 3M | +11.3% | +24.8% | -13.5% | +2.9% |
| 6M | +18.5% | +94.7% | -76.2% | -7.7% |
| YTD | +2.8% | +73.4% | -70.6% | -18.7% |
| 1Y | +16.7% | +104.7% | -87.9% | -14.8% |
| All | +16.7% | +106.9% | -90.1% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling