-33.8%
CCL vs USFR
+28.5%
-62.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +10.3% | +0.4% | +9.9% | +9.9% |
| 3M | +6.6% | +1.0% | +5.5% | +5.4% |
| 6M | +20.0% | +2.0% | +18.0% | +17.4% |
| YTD | -1.9% | +3.4% | -5.3% | -5.7% |
| 1Y | +10.4% | +4.1% | +6.4% | +5.3% |
| 3Y | +134.8% | +14.4% | +120.4% | +98.9% |
| 5Y | +34.0% | +21.4% | +12.6% | +5.3% |
| All | -33.8% | +28.5% | -62.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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