+1,381.0%
NET vs CCL
-35.2%
+1,416.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.3% | -9.8% | -4.2% |
| 7D | -16.4% | +11.6% | -28.0% | -18.6% |
| 30D | -25.8% | +22.5% | -48.4% | -29.5% |
| 3M | -11.5% | +6.4% | -17.9% | -13.4% |
| 6M | +18.9% | +23.4% | -4.5% | +12.0% |
| YTD | +35.2% | +4.2% | +31.0% | +30.7% |
| 1Y | +14.5% | +21.9% | -7.4% | +6.1% |
| 3Y | +313.8% | +153.6% | +160.2% | +221.7% |
| 5Y | +32.6% | +39.1% | -6.5% | +3.3% |
| All | +1,381.0% | -35.2% | +1,416.2% | +1,244.7% |
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 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