+17.0%
CCL vs A
+23.5%
-6.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.9% |
| 7D | +3.1% | +4.8% | -1.7% | +1.2% |
| 30D | +17.5% | +5.6% | +11.9% | +14.9% |
| 3M | +6.8% | +23.6% | -16.8% | -3.0% |
| 6M | +18.7% | +56.4% | -37.6% | -5.4% |
| YTD | +3.0% | +33.4% | -30.4% | -9.5% |
| All | +17.0% | +23.5% | -6.5% | +7.1% |
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