+1.4%
CCL vs CRL
-35.5%
+36.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.6% |
| 30D | -20.3% | +10.7% | -31.0% | -23.9% |
| 3M | -15.1% | +55.3% | -70.4% | -30.5% |
| 6M | -15.1% | +60.7% | -75.8% | -32.2% |
| YTD | -21.8% | +44.6% | -66.4% | -35.1% |
| 1Y | -24.8% | +77.7% | -102.5% | -43.6% |
| 3Y | +51.9% | +37.6% | +14.2% | +19.3% |
| All | +1.4% | -35.5% | +36.9% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling