+49.0%
CCL vs FND
-50.0%
+99.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | -18.2% | -19.6% | +1.4% | -9.6% |
| 3M | -17.7% | -4.3% | -13.4% | -16.8% |
| 6M | -13.0% | -20.4% | +7.4% | -4.8% |
| YTD | -24.5% | -21.9% | -2.6% | -17.2% |
| 1Y | -26.9% | -45.2% | +18.2% | -7.5% |
| All | +49.0% | -50.0% | +99.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling