-44.8%
CCL vs REPL
+37.4%
-82.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -0.3% | +9.8% | -10.1% | -1.0% |
| 30D | +10.3% | +81.5% | -71.2% | +5.6% |
| 3M | +6.6% | +44.2% | -37.7% | +3.5% |
| 6M | +20.0% | +437.4% | -417.4% | -1.0% |
| YTD | -1.9% | +126.1% | -128.0% | -17.8% |
| 1Y | +10.4% | +143.1% | -132.7% | -8.2% |
| 3Y | +134.8% | +97.8% | +37.0% | +47.2% |
| 5Y | +34.0% | -34.3% | +68.3% | -0.7% |
| All | -44.8% | +37.4% | -82.2% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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