+21.9%
CCL vs CSGP
-53.2%
+75.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.2% | +7.0% |
| 7D | +11.6% | +18.3% | -6.7% | +10.6% |
| 30D | +22.5% | +17.8% | +4.7% | +21.0% |
| 3M | +6.4% | +9.3% | -2.9% | +5.6% |
| 6M | +23.4% | -7.9% | +31.3% | +22.7% |
| YTD | +4.2% | -51.5% | +55.7% | +6.9% |
| 1Y | +21.9% | -53.3% | +75.2% | +27.8% |
| All | +21.9% | -53.2% | +75.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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