+3.5%
CCL vs FDS
-20.4%
+23.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.2% |
| 7D | -0.1% | -5.4% | +5.3% | +1.8% |
| 30D | -20.0% | +1.6% | -21.6% | -20.7% |
| 3M | -13.7% | +17.7% | -31.4% | -19.9% |
| 6M | -9.0% | +29.1% | -38.1% | -20.4% |
| YTD | -22.8% | +1.0% | -23.8% | -23.9% |
| 1Y | -25.3% | -21.6% | -3.7% | -14.5% |
| 3Y | +54.1% | -30.1% | +84.2% | +87.0% |
| 5Y | +3.5% | -20.7% | +24.2% | +33.2% |
| All | +3.5% | -20.4% | +23.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling