+2,104.6%
CLS vs CCL
+29.3%
+2,075.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -22.2% | +3.1% | -25.3% | -23.4% |
| 30D | -44.4% | +13.7% | -58.1% | -47.3% |
| 3M | -34.3% | +3.8% | -38.1% | -35.8% |
| 6M | -50.1% | +9.3% | -59.3% | -52.6% |
| YTD | -30.1% | -1.1% | -29.0% | -32.1% |
| 1Y | -39.3% | +14.6% | -53.9% | -44.6% |
| 3Y | +732.7% | +146.4% | +586.3% | +452.9% |
| 5Y | +1,777.2% | +21.9% | +1,755.3% | +1,336.9% |
| 10Y | +1,645.6% | -29.4% | +1,675.1% | +1,174.5% |
| All | +2,104.6% | +29.3% | +2,075.3% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling