+249.6%
ALAB vs CCL
+95.7%
+153.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.6% | +11.3% |
| 7D | -5.6% | +3.1% | -8.6% | -6.8% |
| 30D | -36.6% | +17.5% | -54.1% | -42.2% |
| 3M | -35.1% | +6.8% | -41.9% | -37.7% |
| 6M | +8.5% | +18.7% | -10.2% | -3.0% |
| YTD | +30.4% | +3.0% | +27.3% | +22.6% |
| 1Y | +31.0% | +17.7% | +13.3% | +12.4% |
| All | +249.6% | +95.7% | +153.9% | +117.2% |
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 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