-79.1%
FIG vs CCL
-22.0%
-57.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | -5.0% | -11.3% | -15.6% |
| 30D | -14.3% | -20.3% | +6.0% | -11.1% |
| 3M | +7.2% | -15.1% | +22.3% | +9.7% |
| 6M | -18.6% | -15.1% | -3.5% | -17.2% |
| YTD | -35.5% | -21.8% | -13.7% | -32.9% |
| 1Y | -55.8% | -24.8% | -31.0% | -53.1% |
| All | -79.1% | -22.0% | -57.1% | -78.2% |
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