-24.8%
CCL vs A
+21.7%
-46.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -20.3% | +6.9% | -27.3% | -22.7% |
| 3M | -15.1% | +9.2% | -24.4% | -18.5% |
| 6M | -15.1% | +25.7% | -40.8% | -24.1% |
| YTD | -21.8% | +11.5% | -33.3% | -26.8% |
| 1Y | -24.8% | +18.4% | -43.1% | -28.7% |
| All | -24.8% | +21.7% | -46.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling