+30.2%
CCL vs CRL
-6.0%
+36.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.2% |
| 7D | +3.1% | +4.4% | -1.3% | +0.7% |
| 30D | +17.5% | +17.1% | +0.4% | +8.7% |
| 3M | +6.8% | +32.1% | -25.3% | -6.8% |
| 6M | +18.7% | +98.9% | -80.2% | -14.9% |
| YTD | +3.0% | +77.1% | -74.1% | -23.2% |
| 1Y | +17.7% | +110.3% | -92.5% | -18.9% |
| 3Y | +155.6% | +108.5% | +47.1% | +59.6% |
| 5Y | +30.2% | -7.9% | +38.0% | +8.9% |
| All | +30.2% | -6.0% | +36.2% | +8.9% |
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