+1.4%
CCL vs CSGP
-64.7%
+66.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.2% |
| 7D | -5.0% | -4.1% | -1.0% | -3.3% |
| 30D | -20.3% | +2.3% | -22.7% | -21.7% |
| 3M | -15.1% | -8.2% | -7.0% | -13.1% |
| 6M | -15.1% | -35.1% | +20.0% | +2.7% |
| YTD | -21.8% | -54.0% | +32.2% | +11.1% |
| 1Y | -24.8% | -65.3% | +40.5% | +25.3% |
| 3Y | +51.9% | -62.6% | +114.4% | +132.5% |
| All | +1.4% | -64.7% | +66.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling