+0.9%
CCL vs A
+546.2%
-545.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.1% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +13.7% | +3.4% | +10.3% | +12.4% |
| 3M | +3.8% | +23.8% | -20.0% | -3.9% |
| 6M | +9.3% | +49.0% | -39.7% | -5.7% |
| YTD | -1.1% | +29.4% | -30.5% | -10.3% |
| 1Y | +14.6% | +19.4% | -4.8% | +6.8% |
| 3Y | +146.4% | +66.2% | +80.2% | +104.1% |
| 5Y | +21.9% | +15.8% | +6.1% | +14.2% |
| 10Y | -29.4% | +326.1% | -355.5% | -54.1% |
| All | +0.9% | +546.2% | -545.3% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling