+106.6%
CCL vs CRL
+1,379.5%
-1,272.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -20.3% | +10.7% | -31.0% | -23.6% |
| 3M | -15.1% | +55.3% | -70.4% | -29.1% |
| 6M | -15.1% | +60.7% | -75.8% | -30.5% |
| YTD | -21.8% | +44.6% | -66.4% | -33.8% |
| 1Y | -24.8% | +77.7% | -102.5% | -41.7% |
| 3Y | +51.9% | +37.6% | +14.2% | +23.2% |
| 5Y | +4.0% | -35.8% | +39.9% | +9.5% |
| 10Y | -42.2% | +241.7% | -284.0% | -66.5% |
| All | +106.6% | +1,379.5% | -1,272.8% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling