-30.8%
CCL vs RF
+279.4%
-310.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +3.1% | -0.9% | +4.0% | +4.2% |
| 30D | +13.7% | +6.0% | +7.7% | +8.0% |
| 3M | +3.8% | -8.9% | +12.7% | +12.7% |
| 6M | +9.3% | +2.3% | +6.9% | +6.7% |
| YTD | -1.1% | +7.6% | -8.6% | -7.7% |
| 1Y | +14.6% | +21.2% | -6.6% | -3.8% |
| 3Y | +146.4% | +108.5% | +37.9% | +24.7% |
| 5Y | +21.9% | +43.2% | -21.4% | -14.6% |
| All | -30.8% | +279.4% | -310.2% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling