-53.6%
CCL vs ALC
+20.4%
-73.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.4% |
| 7D | -4.4% | -5.3% | +0.9% | -0.6% |
| 30D | -18.2% | -7.1% | -11.1% | -13.8% |
| 3M | -17.7% | +0.8% | -18.5% | -18.7% |
| 6M | -13.0% | -16.0% | +3.0% | -2.4% |
| YTD | -24.5% | -12.7% | -11.7% | -17.8% |
| 1Y | -26.9% | -12.8% | -14.1% | -20.8% |
| 3Y | +50.8% | -15.8% | +66.6% | +60.6% |
| 5Y | -0.9% | -16.7% | +15.7% | +4.4% |
| All | -53.6% | +20.4% | -73.9% | -64.6% |
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 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