-40.8%
CCL vs FIVE
+477.5%
-518.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -2.4% |
| 7D | -5.0% | +4.3% | -9.3% | -7.2% |
| 30D | -20.3% | +12.5% | -32.9% | -25.3% |
| 3M | -15.1% | +31.2% | -46.4% | -26.7% |
| 6M | -15.1% | +14.4% | -29.5% | -22.3% |
| YTD | -21.8% | +33.9% | -55.7% | -34.0% |
| 1Y | -24.8% | +65.1% | -89.8% | -43.6% |
| 3Y | +51.9% | +49.0% | +2.9% | +6.3% |
| 5Y | +4.0% | +30.3% | -26.3% | -24.0% |
| All | -40.8% | +477.5% | -518.3% | -73.0% |
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