+55.4%
CCL vs FGI
-4.4%
+59.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | 0.0% |
| 7D | -5.0% | +0.5% | -5.6% | -5.1% |
| 30D | -20.3% | +65.4% | -85.7% | -22.0% |
| 3M | -15.1% | +23.5% | -38.6% | -16.6% |
| 6M | -15.1% | +60.5% | -75.6% | -17.5% |
| YTD | -21.8% | +30.0% | -51.8% | -23.8% |
| 1Y | -24.8% | +82.1% | -106.9% | -27.2% |
| All | +55.4% | -4.4% | +59.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling