-36.9%
CCL vs ALC
+27.5%
-64.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.4% |
| 7D | -1.5% | -6.3% | +4.7% | +3.1% |
| 30D | +16.5% | +12.6% | +3.8% | +6.7% |
| 3M | +11.2% | -3.8% | +15.0% | +13.9% |
| 6M | +22.6% | +16.8% | +5.8% | +8.1% |
| YTD | +2.6% | -7.6% | +10.2% | +6.7% |
| 1Y | +17.0% | -5.9% | +22.8% | +19.8% |
| 3Y | +145.5% | +0.6% | +145.0% | +124.9% |
| 5Y | +36.1% | -9.5% | +45.6% | +35.1% |
| All | -36.9% | +27.5% | -64.4% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling