+1,763.7%
CLS vs CCL
+21.4%
+1,742.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -22.2% | +3.1% | -25.3% | -23.3% |
| 30D | -44.4% | +13.7% | -58.1% | -47.1% |
| 3M | -34.3% | +3.8% | -38.1% | -35.6% |
| 6M | -50.1% | +9.3% | -59.3% | -52.3% |
| YTD | -30.1% | -1.1% | -29.0% | -31.9% |
| 1Y | -39.3% | +14.6% | -53.9% | -44.2% |
| 3Y | +732.7% | +146.4% | +586.3% | +492.6% |
| All | +1,763.7% | +21.4% | +1,742.3% | +1,452.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling