-28.5%
CCL vs RF
+277.2%
-305.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.2% |
| 7D | +3.1% | -0.1% | +3.2% | +3.4% |
| 30D | +17.5% | +7.0% | +10.5% | +10.7% |
| 3M | +6.8% | -7.0% | +13.8% | +13.9% |
| 6M | +18.7% | +6.8% | +11.9% | +11.6% |
| YTD | +3.0% | +9.9% | -6.9% | -5.7% |
| 1Y | +17.7% | +21.1% | -3.4% | -1.2% |
| 3Y | +155.6% | +119.6% | +36.0% | +23.1% |
| 5Y | +30.2% | +46.2% | -16.0% | -10.6% |
| 10Y | -28.5% | +261.5% | -290.0% | -73.4% |
| All | -28.5% | +277.2% | -305.7% | -73.4% |
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