-28.5%
CCL vs ALM
+2,221.4%
-2,249.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.6% |
| 7D | +3.1% | +0.7% | +2.3% | +3.0% |
| 30D | +17.5% | -26.1% | +43.6% | +19.7% |
| 3M | +6.8% | -38.1% | +44.9% | +9.6% |
| 6M | +18.7% | -55.4% | +74.1% | +23.5% |
| YTD | +3.0% | -0.4% | +3.4% | +1.4% |
| 1Y | +17.7% | +25.4% | -7.6% | +14.0% |
| 3Y | +155.6% | +907.8% | -752.1% | +111.1% |
| 5Y | +30.2% | +440.2% | -410.0% | +9.1% |
| 10Y | -28.5% | +2,031.1% | -2,059.6% | -45.1% |
| All | -28.5% | +2,221.4% | -2,249.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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