+207.4%
ALAB vs CCL
+87.9%
+119.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -26.3% | +3.1% | -29.4% | -27.7% |
| 30D | -50.1% | +13.7% | -63.8% | -53.7% |
| 3M | -42.5% | +3.8% | -46.3% | -44.0% |
| 6M | -10.8% | +9.3% | -20.1% | -16.5% |
| YTD | +14.6% | -1.1% | +15.7% | +10.2% |
| 1Y | +17.1% | +14.6% | +2.6% | +1.7% |
| All | +207.4% | +87.9% | +119.6% | +95.1% |
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 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