+22.8%
CCL vs ALC
-11.2%
+34.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.8% |
| 7D | +3.1% | +4.9% | -1.8% | +0.1% |
| 30D | +13.7% | +19.0% | -5.3% | +1.6% |
| 3M | +3.8% | +7.8% | -4.0% | -1.5% |
| 6M | +9.3% | +14.6% | -5.3% | -0.9% |
| YTD | -1.1% | -4.4% | +3.4% | +0.7% |
| 1Y | +14.6% | +1.4% | +13.2% | +11.7% |
| 3Y | +146.4% | +2.5% | +143.9% | +124.5% |
| All | +22.8% | -11.2% | +34.0% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling