+48.3%
CCL vs FGI
-66.3%
+114.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.5% | -4.5% |
| 7D | -0.3% | +13.5% | -13.8% | -0.7% |
| 30D | +10.3% | +17.1% | -6.8% | +9.8% |
| 3M | +6.6% | +78.0% | -71.4% | +3.1% |
| 6M | +20.0% | +46.4% | -26.4% | +16.3% |
| YTD | -1.9% | +47.7% | -49.6% | -6.2% |
| 1Y | +10.4% | +56.8% | -46.4% | +4.9% |
| 3Y | +134.8% | +12.3% | +122.6% | +120.4% |
| All | +48.3% | -66.3% | +114.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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