-42.0%
CCL vs REPL
+39.1%
-81.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.0% |
| 7D | +3.1% | +14.2% | -11.2% | +2.1% |
| 30D | +17.5% | +65.9% | -48.4% | +13.2% |
| 3M | +6.8% | +84.6% | -77.8% | +1.9% |
| 6M | +18.7% | +446.9% | -428.2% | -2.3% |
| YTD | +3.0% | +129.0% | -126.0% | -13.7% |
| 1Y | +17.7% | +167.9% | -150.2% | -3.0% |
| 3Y | +155.6% | +93.9% | +61.7% | +61.1% |
| 5Y | +30.2% | -33.0% | +63.2% | -3.8% |
| All | -42.0% | +39.1% | -81.2% | -68.7% |
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