+55.4%
CCL vs FIVE
+50.0%
+5.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.5% |
| 7D | -5.0% | +4.3% | -9.3% | -6.4% |
| 30D | -20.3% | +12.5% | -32.9% | -23.4% |
| 3M | -15.1% | +31.2% | -46.4% | -22.5% |
| 6M | -15.1% | +14.4% | -29.5% | -19.4% |
| YTD | -21.8% | +33.9% | -55.7% | -29.3% |
| 1Y | -24.8% | +65.1% | -89.8% | -36.5% |
| All | +55.4% | +50.0% | +5.4% | +12.1% |
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