+2,029.3%
CLS vs CCL
-32.2%
+2,061.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +8.9% | +6.1% |
| 7D | +23.5% | -0.3% | +23.9% | +23.6% |
| 30D | -28.9% | +10.3% | -39.3% | -31.5% |
| 3M | -25.2% | +6.6% | -31.7% | -27.3% |
| 6M | -32.1% | +20.0% | -52.1% | -37.1% |
| YTD | -14.1% | -1.9% | -12.2% | -15.9% |
| 1Y | -24.1% | +10.4% | -34.5% | -28.8% |
| 3Y | +897.0% | +134.8% | +762.2% | +620.3% |
| 5Y | +2,089.9% | +34.0% | +2,055.9% | +1,616.2% |
| All | +2,029.3% | -32.2% | +2,061.5% | +1,444.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling