+21.3%
CCL vs RF
+42.4%
-21.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -3.7% |
| 7D | +2.6% | -1.6% | +4.2% | +4.3% |
| 30D | +11.3% | +5.0% | +6.3% | +6.8% |
| 3M | +0.3% | -10.0% | +10.2% | +9.7% |
| 6M | +16.1% | +3.3% | +12.8% | +12.6% |
| YTD | -1.6% | +7.9% | -9.5% | -8.2% |
| 1Y | +11.8% | +21.2% | -9.5% | -5.7% |
| 3Y | +139.6% | +105.8% | +33.8% | +26.3% |
| 5Y | +21.3% | +43.7% | -22.4% | -7.4% |
| All | +21.3% | +42.4% | -21.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling