+54.6%
TER vs CCL
+21.4%
+33.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -20.5% | +3.1% | -23.6% | -21.6% |
| 30D | -47.0% | +13.7% | -60.7% | -49.9% |
| 3M | -43.3% | +3.8% | -47.1% | -44.6% |
| 6M | -42.9% | +9.3% | -52.2% | -45.6% |
| YTD | +12.9% | -1.1% | +14.0% | +11.4% |
| 1Y | +18.2% | +14.6% | +3.6% | +9.6% |
| 3Y | +151.8% | +146.4% | +5.4% | +70.4% |
| All | +54.6% | +21.4% | +33.2% | +24.1% |
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