+69.0%
F vs CCL
-29.3%
+98.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +3.3% | +16.5% | -13.1% | -1.7% |
| 3M | -11.3% | +11.2% | -22.5% | -14.8% |
| 6M | +5.3% | +22.6% | -17.3% | -2.5% |
| YTD | -2.2% | +2.6% | -4.8% | -5.3% |
| 1Y | -3.5% | +17.0% | -20.5% | -10.7% |
| 3Y | +49.5% | +145.5% | -96.0% | +4.3% |
| 5Y | -13.5% | +36.1% | -49.6% | -33.6% |
| 10Y | +69.0% | -29.4% | +98.4% | +37.6% |
| All | +69.0% | -29.3% | +98.3% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling