+55.4%
CCL vs FGI
-70.0%
+125.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | -4.1% | +9.9% | +5.9% |
| 30D | +17.3% | -3.4% | +20.6% | +17.3% |
| 3M | +11.3% | +61.8% | -50.4% | +8.0% |
| 6M | +18.5% | +17.0% | +1.4% | +15.5% |
| YTD | +2.8% | +31.4% | -28.6% | -1.4% |
| 1Y | +16.7% | +42.7% | -25.9% | +11.2% |
| 3Y | +146.0% | -0.1% | +146.2% | +131.7% |
| All | +55.4% | -70.0% | +125.5% | +49.4% |
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