-41.6%
CCL vs CSGP
+45.2%
-86.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.4% |
| 7D | -5.0% | -4.1% | -1.0% | -3.0% |
| 30D | -20.3% | +2.3% | -22.7% | -21.9% |
| 3M | -15.1% | -8.2% | -7.0% | -12.9% |
| 6M | -15.1% | -35.1% | +20.0% | +4.5% |
| YTD | -21.8% | -54.0% | +32.2% | +14.1% |
| 1Y | -24.8% | -65.3% | +40.5% | +29.0% |
| 3Y | +51.9% | -62.6% | +114.4% | +139.9% |
| 5Y | +4.0% | -64.8% | +68.9% | +64.4% |
| All | -41.6% | +45.2% | -86.8% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling