+146.4%
CCL vs A
+64.2%
+82.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +13.7% | +3.4% | +10.3% | +11.7% |
| 3M | +3.8% | +23.8% | -20.0% | -7.8% |
| 6M | +9.3% | +49.0% | -39.7% | -13.4% |
| YTD | -1.1% | +29.4% | -30.5% | -15.1% |
| 1Y | +14.6% | +19.4% | -4.8% | +2.9% |
| 3Y | +146.4% | +66.2% | +80.2% | +93.3% |
| All | +146.4% | +64.2% | +82.2% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling