-31.2%
CCL vs RF
+279.4%
-310.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +2.6% | -0.9% | +3.5% | +3.7% |
| 30D | +13.1% | +6.0% | +7.1% | +7.4% |
| 3M | +3.3% | -8.9% | +12.2% | +12.1% |
| 6M | +8.7% | +2.3% | +6.4% | +6.2% |
| YTD | -1.6% | +7.6% | -9.1% | -8.1% |
| 1Y | +14.0% | +21.2% | -7.2% | -4.3% |
| 3Y | +145.1% | +108.5% | +36.6% | +24.1% |
| 5Y | +21.2% | +43.2% | -22.0% | -15.0% |
| All | -31.2% | +279.4% | -310.6% | -73.1% |
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