-28.5%
CCL vs FDS
+135.1%
-163.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +3.1% | -5.0% | +8.0% | +5.3% |
| 30D | +17.5% | +13.8% | +3.8% | +11.1% |
| 3M | +6.8% | +14.8% | -8.0% | -0.7% |
| 6M | +18.7% | +47.4% | -28.7% | -3.8% |
| YTD | +3.0% | +14.2% | -11.1% | -7.3% |
| 1Y | +17.7% | +26.6% | -8.9% | -0.4% |
| 3Y | +155.6% | -24.4% | +180.0% | +184.8% |
| 5Y | +30.2% | -22.6% | +52.8% | +41.8% |
| 10Y | -28.5% | +130.0% | -158.5% | -54.7% |
| All | -28.5% | +135.1% | -163.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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