+145.2%
CCL vs FIVE
+42.3%
+102.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +16.5% | +17.4% | -0.9% | +10.9% |
| 3M | +11.2% | +7.0% | +4.2% | +8.5% |
| 6M | +22.6% | +20.5% | +2.1% | +14.2% |
| YTD | +2.6% | +33.1% | -30.5% | -7.1% |
| 1Y | +17.0% | +67.1% | -50.1% | -1.2% |
| All | +145.2% | +42.3% | +102.9% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling