+19.4%
CCL vs FIVE
+873.2%
-853.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | +7.3% | -1.5% | +2.9% |
| 30D | +17.3% | +18.1% | -0.8% | +9.5% |
| 3M | +11.3% | +7.7% | +3.6% | +7.4% |
| 6M | +18.5% | +13.6% | +4.8% | +10.3% |
| YTD | +2.8% | +34.6% | -31.8% | -10.9% |
| 1Y | +16.7% | +66.2% | -49.5% | -7.5% |
| 3Y | +146.0% | +43.5% | +102.6% | +87.2% |
| 5Y | +33.6% | +20.7% | +13.0% | +7.5% |
| 10Y | -29.4% | +541.5% | -570.9% | -62.8% |
| All | +19.4% | +873.2% | -853.8% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling