-58.5%
CCL vs FND
+54.9%
-113.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -4.3% | -5.1% | +0.8% | -1.9% |
| 30D | -19.0% | -22.5% | +3.6% | -8.6% |
| 3M | -13.1% | -5.0% | -8.1% | -11.8% |
| 6M | -13.3% | -21.5% | +8.2% | -3.7% |
| YTD | -25.2% | -23.0% | -2.2% | -16.7% |
| 1Y | -27.2% | -44.9% | +17.7% | -5.9% |
| 3Y | +49.2% | -50.0% | +99.2% | +90.3% |
| 5Y | +0.4% | -63.3% | +63.7% | +40.3% |
| All | -58.5% | +54.9% | -113.5% | -66.9% |
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