-43.4%
CCL vs USFR
+28.0%
-71.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -19.0% | +0.3% | -19.3% | -19.2% |
| 3M | -13.1% | +1.0% | -14.0% | -13.9% |
| 6M | -13.3% | +1.9% | -15.2% | -15.1% |
| YTD | -25.2% | +2.7% | -27.9% | -27.4% |
| 1Y | -27.2% | +4.0% | -31.2% | -30.4% |
| 3Y | +49.2% | +14.1% | +35.2% | +27.7% |
| 5Y | +0.4% | +20.5% | -20.1% | -19.5% |
| All | -43.4% | +28.0% | -71.4% | -55.7% |
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