+2,926.4%
V vs CCL
-11.5%
+2,937.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -5.0% | +3.3% | -0.4% |
| 30D | +2.0% | -20.3% | +22.3% | +7.9% |
| 3M | +17.4% | -15.1% | +32.5% | +21.7% |
| 6M | +17.5% | -15.1% | +32.6% | +20.4% |
| YTD | +7.6% | -21.8% | +29.4% | +12.2% |
| 1Y | +7.7% | -24.8% | +32.5% | +12.7% |
| 3Y | +54.7% | +51.9% | +2.8% | +28.0% |
| 5Y | +73.0% | +4.0% | +69.0% | +44.7% |
| 10Y | +390.9% | -42.2% | +433.1% | +294.4% |
| All | +2,926.4% | -11.5% | +2,937.9% | +1,604.7% |
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