-29.4%
CCL vs FIVE
+562.8%
-592.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | +7.3% | -1.5% | +2.2% |
| 30D | +17.3% | +18.1% | -0.8% | +8.0% |
| 3M | +11.3% | +7.7% | +3.6% | +6.5% |
| 6M | +18.5% | +13.6% | +4.8% | +8.5% |
| YTD | +2.8% | +34.6% | -31.8% | -13.9% |
| 1Y | +16.7% | +66.2% | -49.5% | -12.3% |
| 3Y | +146.0% | +43.5% | +102.6% | +76.0% |
| 5Y | +33.6% | +20.7% | +13.0% | +2.1% |
| 10Y | -29.4% | +541.5% | -570.9% | -68.0% |
| All | -29.4% | +562.8% | -592.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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