+5,676.4%
CRM vs CCL
-23.0%
+5,699.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -5.0% | -4.4% | -0.6% | -3.7% |
| 30D | +23.6% | -18.2% | +41.8% | +30.9% |
| 3M | +39.6% | -17.7% | +57.3% | +46.8% |
| 6M | +23.4% | -13.0% | +36.5% | +25.4% |
| YTD | -7.4% | -24.5% | +17.1% | -2.5% |
| 1Y | -2.3% | -26.9% | +24.6% | +3.0% |
| 3Y | +10.5% | +50.8% | -40.2% | -11.1% |
| 5Y | -4.7% | -0.9% | -3.8% | -20.9% |
| 10Y | +234.7% | -41.7% | +276.4% | +150.4% |
| All | +5,676.4% | -23.0% | +5,699.3% | +2,660.9% |
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