-3.4%
CCL vs USFR
+28.6%
-32.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +17.3% | +0.4% | +16.9% | +16.9% |
| 3M | +11.3% | +1.1% | +10.3% | +10.4% |
| 6M | +18.5% | +2.1% | +16.4% | +16.5% |
| YTD | +2.8% | +3.4% | -0.7% | -0.1% |
| 1Y | +16.7% | +4.1% | +12.7% | +12.8% |
| 3Y | +146.0% | +14.4% | +131.6% | +119.3% |
| 5Y | +33.6% | +21.4% | +12.3% | +13.2% |
| 10Y | -29.4% | +28.5% | -58.0% | -42.8% |
| All | -3.4% | +28.6% | -32.0% | -22.5% |
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