-30.8%
CCL vs ALK
-41.7%
+10.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | +3.1% | +9.0% | -5.9% | -4.4% |
| 30D | +13.7% | -1.6% | +15.3% | +14.4% |
| 3M | +3.8% | -23.2% | +27.0% | +28.6% |
| 6M | +9.3% | -3.9% | +13.1% | +8.7% |
| YTD | -1.1% | -22.6% | +21.5% | +16.4% |
| 1Y | +14.6% | -5.3% | +19.9% | +11.0% |
| 3Y | +146.4% | +18.6% | +127.8% | +61.5% |
| 5Y | +21.9% | -34.4% | +56.2% | +52.1% |
| All | -30.8% | -41.7% | +10.9% | -24.6% |
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