+36.1%
CCL vs ALK
-28.7%
+64.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.8% |
| 7D | -1.5% | +2.6% | -4.1% | -3.5% |
| 30D | +16.5% | +7.8% | +8.6% | +9.2% |
| 3M | +11.2% | -15.2% | +26.4% | +25.2% |
| 6M | +22.6% | +5.0% | +17.5% | +14.1% |
| YTD | +2.6% | -18.4% | +21.0% | +14.7% |
| 1Y | +17.0% | -2.4% | +19.4% | +11.6% |
| 3Y | +145.5% | +19.8% | +125.8% | +52.2% |
| 5Y | +36.1% | -27.8% | +63.9% | +65.6% |
| All | +36.1% | -28.7% | +64.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling