-30.8%
CCL vs CSGP
+63.3%
-94.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +2.8% |
| 7D | +3.1% | +1.3% | +1.9% | +2.5% |
| 30D | +13.7% | +10.7% | +3.0% | +5.7% |
| 3M | +3.8% | +3.3% | +0.5% | -1.0% |
| 6M | +9.3% | -10.3% | +19.6% | +10.4% |
| YTD | -1.1% | -54.6% | +53.5% | +42.4% |
| 1Y | +14.6% | -54.6% | +69.2% | +64.4% |
| 3Y | +146.4% | -60.3% | +206.7% | +268.0% |
| 5Y | +21.9% | -63.3% | +85.2% | +86.0% |
| All | -30.8% | +63.3% | -94.1% | -42.5% |
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