+55.4%
CCL vs REPL
-22.6%
+78.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -5.0% | -3.0% | -2.1% | -5.0% |
| 30D | -20.3% | +27.1% | -47.5% | -20.6% |
| 3M | -15.1% | +52.4% | -67.5% | -16.2% |
| 6M | -15.1% | +107.4% | -122.6% | -18.4% |
| YTD | -21.8% | +54.7% | -76.5% | -24.3% |
| 1Y | -24.8% | +158.9% | -183.7% | -29.2% |
| All | +55.4% | -22.6% | +78.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling