-26.5%
CCL vs USFR
+27.5%
-54.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.3% | +0.3% | -20.6% | -20.5% |
| 3M | -15.1% | +1.0% | -16.1% | -15.8% |
| 6M | -15.1% | +1.9% | -17.1% | -16.5% |
| YTD | -21.8% | +2.6% | -24.4% | -23.5% |
| 1Y | -24.8% | +4.0% | -28.8% | -27.3% |
| 3Y | +51.9% | +14.1% | +37.8% | +35.6% |
| 5Y | +4.0% | +20.4% | -16.4% | -11.3% |
| 10Y | -42.2% | +28.0% | -70.2% | -53.0% |
| All | -26.5% | +27.5% | -54.0% | -40.7% |
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 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