+202.8%
TER vs CCL
+5.2%
+197.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -5.0% | +5.7% | +2.8% |
| 30D | -8.3% | -20.3% | +12.1% | +0.6% |
| 3M | -12.2% | -15.1% | +2.9% | -6.3% |
| 6M | +17.1% | -15.1% | +32.2% | +25.0% |
| YTD | +84.7% | -21.8% | +106.5% | +102.2% |
| 1Y | +199.9% | -24.8% | +224.7% | +231.2% |
| 3Y | +232.8% | +51.9% | +180.9% | +173.1% |
| All | +202.8% | +5.2% | +197.6% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling