+11.8%
CRM vs CCL
+48.6%
-36.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | +28.1% | -17.8% | +45.9% | +33.1% |
| 3M | +48.8% | -18.7% | +67.5% | +54.6% |
| 6M | +28.3% | -11.4% | +39.7% | +28.9% |
| YTD | -6.0% | -24.3% | +18.3% | -2.0% |
| 1Y | +1.4% | -28.8% | +30.2% | +7.0% |
| 3Y | +11.8% | +49.3% | -37.5% | -6.1% |
| All | +11.8% | +48.6% | -36.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling