+512.8%
F vs CCL
+1,049.7%
-536.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.9% |
| 7D | +1.4% | +2.6% | -1.2% | +0.4% |
| 30D | +2.0% | +11.3% | -9.3% | -2.0% |
| 3M | -10.4% | +0.3% | -10.6% | -11.2% |
| 6M | +9.7% | +16.1% | -6.4% | +2.5% |
| YTD | -1.2% | -1.6% | +0.4% | -3.3% |
| 1Y | 0.0% | +11.8% | -11.7% | -6.9% |
| 3Y | +41.1% | +139.6% | -98.5% | -5.4% |
| 5Y | -11.4% | +21.3% | -32.7% | -31.4% |
| 10Y | +85.0% | -29.8% | +114.7% | +35.9% |
| All | +512.8% | +1,049.7% | -536.9% | +84.5% |
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