+1,042.5%
CCL vs RF
+1,429.2%
-386.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.6% |
| 7D | +2.6% | -1.6% | +4.2% | +3.4% |
| 30D | +11.3% | +5.0% | +6.3% | +9.1% |
| 3M | +0.3% | -10.0% | +10.2% | +4.9% |
| 6M | +16.1% | +3.3% | +12.8% | +14.6% |
| YTD | -1.6% | +7.9% | -9.5% | -4.4% |
| 1Y | +11.8% | +21.2% | -9.5% | +3.5% |
| 3Y | +139.6% | +105.8% | +33.8% | +79.8% |
| 5Y | +21.3% | +43.7% | -22.4% | +7.0% |
| 10Y | -29.8% | +289.4% | -319.2% | -54.0% |
| All | +1,042.5% | +1,429.2% | -386.7% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling