-80.3%
FIG vs CCL
-23.1%
-57.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.5% |
| 7D | -16.4% | -0.1% | -16.2% | -16.3% |
| 30D | -2.3% | -20.0% | +17.7% | +1.2% |
| 3M | +7.8% | -13.7% | +21.5% | +10.2% |
| 6M | -21.8% | -9.0% | -12.8% | -21.9% |
| YTD | -39.1% | -22.8% | -16.3% | -36.5% |
| 1Y | -56.6% | -25.3% | -31.3% | -54.0% |
| All | -80.3% | -23.1% | -57.2% | -79.4% |
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