+155.6%
CCL vs FGI
0.0%
+155.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | +3.1% | -1.4% | +4.4% | +3.1% |
| 30D | +17.5% | -3.2% | +20.7% | +17.5% |
| 3M | +6.8% | +64.1% | -57.3% | +4.5% |
| 6M | +18.7% | +17.2% | +1.5% | +16.5% |
| YTD | +3.0% | +31.6% | -28.6% | +0.1% |
| 1Y | +17.7% | +45.1% | -27.4% | +14.0% |
| 3Y | +155.6% | -2.0% | +157.6% | +156.2% |
| All | +155.6% | 0.0% | +155.6% | +156.2% |
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 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