+22.8%
CCL vs ALM
+396.4%
-373.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | +3.1% | -6.7% | +9.8% | +3.7% |
| 30D | +13.7% | -32.9% | +46.6% | +17.3% |
| 3M | +3.8% | -39.5% | +43.3% | +7.4% |
| 6M | +9.3% | -62.0% | +71.2% | +16.4% |
| YTD | -1.1% | -7.8% | +6.7% | -2.4% |
| 1Y | +14.6% | +26.7% | -12.1% | +9.9% |
| 3Y | +146.4% | +825.4% | -679.0% | +87.0% |
| All | +22.8% | +396.4% | -373.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling