+133.6%
CCL vs ALC
+4.4%
+129.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.9% |
| 7D | -1.2% | -1.1% | -0.1% | -0.7% |
| 30D | +13.1% | +16.0% | -2.9% | +5.6% |
| 3M | +3.4% | +0.8% | +2.6% | +3.0% |
| 6M | +18.7% | +16.8% | +1.9% | +9.8% |
| YTD | -2.3% | -5.5% | +3.2% | +0.1% |
| 1Y | +14.2% | -5.3% | +19.4% | +16.7% |
| 3Y | +133.6% | +4.1% | +129.5% | +143.3% |
| All | +133.6% | +4.4% | +129.2% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling