-36.7%
CCL vs ALC
+32.2%
-68.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +3.1% | +2.1% | +1.0% | +1.6% |
| 30D | +17.5% | +17.2% | +0.3% | +4.7% |
| 3M | +6.8% | +4.6% | +2.2% | +2.8% |
| 6M | +18.7% | +20.1% | -1.4% | +2.7% |
| YTD | +3.0% | -4.2% | +7.2% | +4.4% |
| 1Y | +17.7% | +2.1% | +15.6% | +13.5% |
| 3Y | +155.6% | +4.5% | +151.1% | +127.9% |
| 5Y | +30.2% | -12.3% | +42.5% | +33.4% |
| All | -36.7% | +32.2% | -68.8% | -55.1% |
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