-13.3%
F vs CCL
+34.5%
-47.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | +5.8% | -4.8% | -1.0% |
| 30D | +2.1% | +17.3% | -15.1% | -3.3% |
| 3M | -10.3% | +11.3% | -21.6% | -14.0% |
| 6M | +3.3% | +18.5% | -15.2% | -3.7% |
| YTD | -2.0% | +2.8% | -4.8% | -5.3% |
| 1Y | -2.3% | +16.7% | -19.0% | -10.0% |
| 3Y | +49.9% | +146.0% | -96.1% | +0.9% |
| All | -13.3% | +34.5% | -47.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling