+22.8%
CCL vs ALB
-61.7%
+84.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +3.1% | +9.1% | -5.9% | +0.2% |
| 30D | +13.7% | -3.4% | +17.1% | +14.7% |
| 3M | +3.8% | -20.6% | +24.4% | +11.0% |
| 6M | +9.3% | -48.2% | +57.4% | +33.5% |
| YTD | -1.1% | -29.2% | +28.2% | +4.4% |
| 1Y | +14.6% | +10.0% | +4.6% | +2.1% |
| 3Y | +146.4% | -12.9% | +159.3% | +106.9% |
| All | +22.8% | -61.7% | +84.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling