+16.7%
CCL vs FIVE
+63.0%
-46.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | +7.3% | -1.5% | +3.1% |
| 30D | +17.3% | +18.1% | -0.8% | +10.4% |
| 3M | +11.3% | +7.7% | +3.6% | +7.9% |
| 6M | +18.5% | +13.6% | +4.8% | +11.3% |
| YTD | +2.8% | +34.6% | -31.8% | -11.9% |
| 1Y | +16.7% | +66.2% | -49.5% | -9.3% |
| All | +16.7% | +63.0% | -46.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling