-29.4%
CCL vs ALK
-39.7%
+10.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +5.8% | +12.9% | -7.1% | -4.8% |
| 30D | +17.3% | +5.5% | +11.7% | +10.9% |
| 3M | +11.3% | -12.1% | +23.4% | +22.7% |
| 6M | +18.5% | +1.7% | +16.7% | +12.2% |
| YTD | +2.8% | -17.4% | +20.2% | +14.3% |
| 1Y | +16.7% | -1.9% | +18.7% | +9.8% |
| 3Y | +146.0% | +21.2% | +124.8% | +58.8% |
| 5Y | +33.6% | -27.8% | +61.5% | +53.0% |
| 10Y | -29.4% | -41.0% | +11.6% | -26.6% |
| All | -29.4% | -39.7% | +10.3% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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