-24.8%
CCL vs ALC
-10.2%
-14.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | -5.0% | -2.1% | -3.0% | -4.1% |
| 30D | -20.3% | -0.1% | -20.2% | -20.4% |
| 3M | -15.1% | +5.9% | -21.0% | -17.7% |
| 6M | -15.1% | -15.9% | +0.8% | -6.7% |
| YTD | -21.8% | -10.1% | -11.7% | -16.6% |
| 1Y | -24.8% | -10.2% | -14.6% | -20.6% |
| All | -24.8% | -10.2% | -14.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling