+365.7%
ALAB vs CCL
+46.6%
+319.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.2% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | -13.6% | -20.0% | +6.4% | -1.7% |
| 3M | -16.6% | -13.7% | -2.9% | -9.9% |
| 6M | +142.3% | -9.0% | +151.3% | +148.4% |
| YTD | +73.6% | -22.8% | +96.4% | +93.6% |
| 1Y | +33.7% | -25.3% | +59.0% | +51.3% |
| All | +365.7% | +46.6% | +319.1% | +242.9% |
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