+179.5%
CCL vs FDS
+9,502.8%
-9,323.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | -5.0% | -1.9% | -3.1% | -4.4% |
| 30D | -20.3% | +9.0% | -29.4% | -23.1% |
| 3M | -15.1% | +18.9% | -34.0% | -21.5% |
| 6M | -15.1% | +35.1% | -50.2% | -26.4% |
| YTD | -21.8% | +5.5% | -27.3% | -26.4% |
| 1Y | -24.8% | -16.8% | -8.0% | -23.1% |
| 3Y | +51.9% | -28.1% | +79.9% | +63.9% |
| 5Y | +4.0% | -17.4% | +21.5% | +6.6% |
| 10Y | -42.2% | +85.4% | -127.7% | -56.4% |
| All | +179.5% | +9,502.8% | -9,323.3% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling