+2,277.8%
CLS vs CCL
+34.7%
+2,243.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +6.2% |
| 7D | -10.6% | +3.1% | -13.6% | -11.8% |
| 30D | -38.4% | +17.5% | -56.0% | -42.4% |
| 3M | -29.9% | +6.8% | -36.7% | -32.2% |
| 6M | -40.6% | +18.7% | -59.4% | -45.4% |
| YTD | -24.6% | +3.0% | -27.6% | -27.9% |
| 1Y | -30.8% | +17.7% | -48.5% | -37.4% |
| 3Y | +811.7% | +155.6% | +656.1% | +497.3% |
| 5Y | +1,838.4% | +30.2% | +1,808.3% | +1,346.9% |
| 10Y | +1,751.5% | -28.5% | +1,780.0% | +1,247.9% |
| All | +2,277.8% | +34.7% | +2,243.1% | +886.5% |
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