-41.0%
CCL vs ALB
+78.9%
-120.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.3% |
| 7D | -0.1% | -4.4% | +4.3% | +1.5% |
| 30D | -20.0% | -1.2% | -18.8% | -19.9% |
| 3M | -13.7% | -13.3% | -0.3% | -9.7% |
| 6M | -9.0% | -19.8% | +10.7% | -4.6% |
| YTD | -22.8% | -7.9% | -14.9% | -25.1% |
| 1Y | -25.3% | +60.2% | -85.5% | -44.2% |
| 3Y | +54.1% | -26.4% | +80.5% | +44.9% |
| 5Y | +3.5% | -42.5% | +46.0% | +4.5% |
| 10Y | -41.0% | +83.0% | -124.0% | -68.7% |
| All | -41.0% | +78.9% | -120.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling