-29.6%
CLS vs CCL
+17.9%
-47.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.3% | -16.3% | -11.1% |
| 7D | -21.1% | +11.6% | -32.8% | -24.2% |
| 30D | -38.2% | +22.5% | -60.8% | -42.3% |
| 3M | -36.3% | +6.4% | -42.7% | -37.7% |
| 6M | -43.8% | +23.4% | -67.2% | -47.8% |
| YTD | -20.0% | +4.2% | -24.2% | -24.1% |
| 1Y | -29.6% | +21.9% | -51.5% | -34.9% |
| All | -29.6% | +17.9% | -47.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling