-44.4%
CCL vs REPL
+35.1%
-79.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | -0.1% |
| 7D | +3.1% | +22.8% | -19.6% | +1.6% |
| 30D | +13.7% | +63.8% | -50.1% | +9.6% |
| 3M | +3.8% | +68.1% | -64.3% | -0.3% |
| 6M | +9.3% | +528.5% | -519.2% | -11.4% |
| YTD | -1.1% | +122.4% | -123.5% | -17.0% |
| 1Y | +14.6% | +154.4% | -139.8% | -5.3% |
| 3Y | +146.4% | +68.0% | +78.4% | +58.7% |
| 5Y | +21.9% | -35.4% | +57.2% | -9.6% |
| All | -44.4% | +35.1% | -79.5% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling