-45.8%
CCL vs FND
+57.9%
-103.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | -1.2% | -6.8% | +5.6% | +2.2% |
| 30D | +13.1% | +8.0% | +5.1% | +8.7% |
| 3M | +3.4% | -18.9% | +22.3% | +13.5% |
| 6M | +18.7% | +4.7% | +14.0% | +14.3% |
| YTD | -2.3% | -21.6% | +19.3% | +7.4% |
| 1Y | +14.2% | -22.0% | +36.2% | +25.7% |
| 3Y | +133.6% | -40.4% | +174.0% | +173.5% |
| 5Y | +33.5% | -63.8% | +97.3% | +87.9% |
| All | -45.8% | +57.9% | -103.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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