+56.1%
CCL vs FDS
-27.1%
+83.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.9% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | -20.3% | +9.0% | -29.4% | -22.0% |
| 3M | -15.1% | +18.9% | -34.0% | -18.9% |
| 6M | -15.1% | +35.1% | -50.2% | -22.4% |
| YTD | -21.8% | +5.5% | -27.3% | -21.3% |
| 1Y | -24.8% | -16.8% | -8.0% | -14.5% |
| All | +56.1% | -27.1% | +83.2% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling