-29.4%
CCL vs RF
+241.0%
-270.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -1.5% | -1.3% | -0.2% | -0.2% |
| 30D | +16.5% | +4.6% | +11.8% | +12.0% |
| 3M | +11.2% | -8.4% | +19.6% | +20.3% |
| 6M | +22.6% | +8.9% | +13.7% | +13.2% |
| YTD | +2.6% | +8.8% | -6.2% | -5.2% |
| 1Y | +17.0% | +18.9% | -2.0% | -0.2% |
| 3Y | +145.5% | +116.0% | +29.6% | +19.8% |
| 5Y | +36.1% | +46.0% | -9.9% | -6.6% |
| 10Y | -29.4% | +231.7% | -261.2% | -73.6% |
| All | -29.4% | +241.0% | -270.5% | -73.6% |
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