-8.1%
CCL vs USFR
+28.6%
-36.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +13.1% | +0.4% | +12.8% | +12.8% |
| 3M | +3.4% | +1.1% | +2.3% | +2.5% |
| 6M | +18.7% | +2.0% | +16.7% | +16.7% |
| YTD | -2.3% | +3.5% | -5.7% | -5.0% |
| 1Y | +14.2% | +4.1% | +10.1% | +10.4% |
| 3Y | +133.6% | +14.4% | +119.2% | +108.2% |
| 5Y | +33.5% | +21.4% | +12.1% | +13.1% |
| 10Y | -32.8% | +28.6% | -61.3% | -45.5% |
| All | -8.1% | +28.6% | -36.7% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling