+145.2%
CCL vs CSGP
-58.5%
+203.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.1% |
| 7D | +2.6% | +13.9% | -11.3% | -0.6% |
| 30D | +11.3% | +16.0% | -4.7% | +6.2% |
| 3M | +0.3% | +6.1% | -5.8% | -2.4% |
| 6M | +16.1% | -8.2% | +24.3% | +17.0% |
| YTD | -1.6% | -52.3% | +50.8% | +23.7% |
| 1Y | +11.8% | -54.5% | +66.3% | +43.1% |
| All | +145.2% | -58.5% | +203.7% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling