-24.8%
CCL vs RF
+16.9%
-41.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | +1.3% | -6.4% | -6.2% |
| 30D | -20.3% | -3.6% | -16.7% | -17.7% |
| 3M | -15.1% | +8.1% | -23.2% | -20.9% |
| 6M | -15.1% | +11.5% | -26.6% | -23.9% |
| YTD | -21.8% | +15.6% | -37.4% | -31.7% |
| 1Y | -24.8% | +15.7% | -40.5% | -38.2% |
| All | -24.8% | +16.9% | -41.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling