-41.6%
CCL vs ALK
-34.2%
-7.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.2% |
| 7D | -5.0% | -0.7% | -4.4% | -4.5% |
| 30D | -20.3% | -19.2% | -1.1% | -4.6% |
| 3M | -15.1% | -1.5% | -13.6% | -15.9% |
| 6M | -15.1% | -13.1% | -2.1% | -7.5% |
| YTD | -21.8% | -16.4% | -5.4% | -12.9% |
| 1Y | -24.8% | -33.1% | +8.3% | -0.4% |
| 3Y | +51.9% | +0.6% | +51.2% | +20.5% |
| 5Y | +4.0% | -26.4% | +30.4% | +18.3% |
| All | -41.6% | -34.2% | -7.4% | -38.7% |
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