-45.6%
CCL vs FND
+61.4%
-107.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.3% |
| 7D | -0.3% | -5.1% | +4.8% | +2.2% |
| 30D | +10.3% | +9.2% | +1.1% | +5.5% |
| 3M | +6.6% | -17.7% | +24.3% | +16.2% |
| 6M | +20.0% | +2.5% | +17.5% | +16.7% |
| YTD | -1.9% | -19.8% | +17.9% | +6.7% |
| 1Y | +10.4% | -22.7% | +33.1% | +22.1% |
| 3Y | +134.8% | -38.3% | +173.1% | +170.3% |
| 5Y | +34.0% | -63.0% | +97.0% | +86.6% |
| All | -45.6% | +61.4% | -107.0% | -57.6% |
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