+145.2%
CCL vs ALK
+20.7%
+124.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -1.5% | +2.6% | -4.1% | -3.0% |
| 30D | +16.5% | +7.8% | +8.6% | +11.1% |
| 3M | +11.2% | -15.2% | +26.4% | +21.8% |
| 6M | +22.6% | +5.0% | +17.5% | +17.2% |
| YTD | +2.6% | -18.4% | +21.0% | +12.2% |
| 1Y | +17.0% | -2.4% | +19.4% | +15.3% |
| All | +145.2% | +20.7% | +124.5% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling