-41.7%
CCL vs ALM
+3,082.3%
-3,124.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.9% |
| 7D | -4.4% | +3.6% | -8.0% | -4.6% |
| 30D | -18.2% | +33.8% | -52.0% | -19.8% |
| 3M | -17.7% | +14.8% | -32.5% | -18.8% |
| 6M | -13.0% | -7.0% | -6.0% | -13.7% |
| YTD | -24.5% | +108.1% | -132.5% | -28.7% |
| 1Y | -26.9% | +313.8% | -340.7% | -34.2% |
| 3Y | +50.8% | +2,227.6% | -2,176.9% | +18.8% |
| 5Y | -0.9% | +956.6% | -957.6% | -19.6% |
| 10Y | -41.7% | +3,082.3% | -3,124.0% | -56.7% |
| All | -41.7% | +3,082.3% | -3,124.0% | -56.7% |
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