+54.1%
CCL vs USFR
+14.0%
+40.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.2% |
| 7D | -0.1% | +0.1% | -0.2% | 0.0% |
| 30D | -20.0% | +0.3% | -20.3% | -19.4% |
| 3M | -13.7% | +1.0% | -14.6% | -11.7% |
| 6M | -9.0% | +1.9% | -10.9% | -6.3% |
| YTD | -22.8% | +2.7% | -25.5% | -20.7% |
| 1Y | -25.3% | +4.0% | -29.3% | -23.3% |
| 3Y | +54.1% | +14.0% | +40.0% | +55.1% |
| All | +54.1% | +14.0% | +40.0% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling