-56.0%
CCL vs REPL
-6.0%
-50.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -5.0% | -3.0% | -2.1% | -4.9% |
| 30D | -20.3% | +27.1% | -47.5% | -21.8% |
| 3M | -15.1% | +52.4% | -67.5% | -20.5% |
| 6M | -15.1% | +107.4% | -122.6% | -28.5% |
| YTD | -21.8% | +54.7% | -76.5% | -32.5% |
| 1Y | -24.8% | +158.9% | -183.7% | -41.7% |
| 3Y | +51.9% | -23.7% | +75.6% | +9.7% |
| 5Y | +4.0% | -54.3% | +58.4% | -21.0% |
| All | -56.0% | -6.0% | -50.0% | -75.5% |
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