+3.5%
CCL vs FND
-61.9%
+65.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +1.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -20.0% | -23.6% | +3.6% | -7.4% |
| 3M | -13.7% | +4.3% | -18.0% | -17.0% |
| 6M | -9.0% | -20.3% | +11.3% | +1.5% |
| YTD | -22.8% | -21.3% | -1.5% | -14.1% |
| 1Y | -25.3% | -45.4% | +20.1% | +0.7% |
| 3Y | +54.1% | -48.9% | +102.9% | +95.5% |
| 5Y | +3.5% | -61.0% | +64.5% | +26.0% |
| All | +3.5% | -61.9% | +65.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling