-28.5%
CCL vs ALB
+38.2%
-66.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +3.1% | +9.5% | -6.4% | -0.5% |
| 30D | +17.5% | -2.1% | +19.6% | +18.2% |
| 3M | +6.8% | -24.1% | +31.0% | +17.8% |
| 6M | +18.7% | -51.0% | +69.7% | +54.1% |
| YTD | +3.0% | -29.3% | +32.4% | +10.2% |
| 1Y | +17.7% | +3.2% | +14.5% | +6.6% |
| 3Y | +155.6% | -9.3% | +164.9% | +108.1% |
| 5Y | +30.2% | -61.6% | +91.8% | +56.4% |
| 10Y | -28.5% | +40.8% | -69.3% | -57.5% |
| All | -28.5% | +38.2% | -66.7% | -57.5% |
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