-42.3%
CCL vs REPL
+36.1%
-78.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.3% |
| 7D | -1.5% | +5.3% | -6.8% | -1.9% |
| 30D | +16.5% | +66.6% | -50.2% | +12.1% |
| 3M | +11.2% | +59.6% | -48.4% | +7.2% |
| 6M | +22.6% | +482.4% | -459.8% | +0.3% |
| YTD | +2.6% | +124.1% | -121.5% | -14.0% |
| 1Y | +17.0% | +138.6% | -121.6% | -2.6% |
| 3Y | +145.5% | +96.0% | +49.5% | +54.0% |
| 5Y | +36.1% | -35.4% | +71.5% | +1.0% |
| All | -42.3% | +36.1% | -78.4% | -68.8% |
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