+55.4%
CCL vs ALB
-34.0%
+89.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.1% |
| 7D | -5.0% | -8.1% | +3.0% | -3.3% |
| 30D | -20.3% | +6.3% | -26.6% | -21.6% |
| 3M | -15.1% | -23.6% | +8.4% | -10.4% |
| 6M | -15.1% | -24.6% | +9.5% | -11.5% |
| YTD | -21.8% | -10.3% | -11.5% | -22.8% |
| 1Y | -24.8% | +61.5% | -86.2% | -37.0% |
| All | +55.4% | -34.0% | +89.4% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling