+615.0%
F vs CCL
+813.5%
-198.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -5.0% | +10.4% | +7.2% |
| 30D | +4.6% | -20.3% | +24.9% | +13.2% |
| 3M | -3.7% | -15.1% | +11.5% | +1.4% |
| 6M | +16.8% | -15.1% | +31.9% | +21.9% |
| YTD | +15.3% | -21.8% | +37.1% | +23.2% |
| 1Y | +31.0% | -24.8% | +55.8% | +40.8% |
| 3Y | +45.4% | +51.9% | -6.4% | +15.0% |
| 5Y | +54.7% | +4.0% | +50.6% | +26.7% |
| 10Y | +98.2% | -42.2% | +140.4% | +56.6% |
| All | +615.0% | +813.5% | -198.5% | +135.1% |
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 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