-41.6%
CCL vs P
+732.0%
-773.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -5.0% | +6.5% | -11.6% | -7.3% |
| 30D | -20.3% | +18.8% | -39.2% | -26.3% |
| 3M | -15.1% | +26.7% | -41.9% | -24.3% |
| 6M | -15.1% | +62.2% | -77.3% | -32.8% |
| YTD | -21.8% | +48.5% | -70.3% | -37.1% |
| 1Y | -24.8% | +26.4% | -51.2% | -38.0% |
| 3Y | +51.9% | +159.4% | -107.5% | -18.3% |
| 5Y | +4.0% | +275.8% | -271.8% | -53.5% |
| All | -41.6% | +732.0% | -773.6% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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