+54.1%
CCL vs CRL
+37.9%
+16.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.4% |
| 7D | -0.1% | -0.6% | +0.4% | +0.1% |
| 30D | -20.0% | +5.0% | -24.9% | -21.5% |
| 3M | -13.7% | +50.6% | -64.2% | -26.2% |
| 6M | -9.0% | +60.9% | -69.9% | -24.8% |
| YTD | -22.8% | +40.7% | -63.6% | -33.4% |
| 1Y | -25.3% | +73.3% | -98.6% | -40.6% |
| 3Y | +54.1% | +40.6% | +13.5% | +15.6% |
| All | +54.1% | +37.9% | +16.2% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling