+1,001.8%
TER vs CCL
-27.9%
+1,029.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.6% | +11.5% |
| 7D | -5.8% | +3.1% | -8.8% | -6.6% |
| 30D | -38.9% | +17.5% | -56.4% | -41.9% |
| 3M | -35.1% | +6.8% | -41.9% | -36.7% |
| 6M | -31.6% | +18.7% | -50.3% | -35.5% |
| YTD | +27.2% | +3.0% | +24.2% | +25.1% |
| 1Y | +35.2% | +17.7% | +17.5% | +27.4% |
| 3Y | +192.8% | +155.6% | +37.2% | +119.2% |
| 5Y | +72.4% | +30.2% | +42.2% | +42.1% |
| 10Y | +1,001.8% | -28.5% | +1,030.3% | +927.5% |
| All | +1,001.8% | -27.9% | +1,029.7% | +927.5% |
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 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