-13.6%
CCL vs ALM
+7,705.7%
-7,719.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -5.0% | -2.6% | -2.4% | -5.0% |
| 30D | -20.3% | +32.0% | -52.4% | -20.4% |
| 3M | -15.1% | -15.0% | -0.1% | -15.1% |
| 6M | -15.1% | -10.1% | -5.0% | -15.1% |
| YTD | -21.8% | +99.4% | -121.2% | -22.0% |
| 1Y | -24.8% | +316.4% | -341.1% | -25.2% |
| 3Y | +51.9% | +2,022.0% | -1,970.1% | +50.1% |
| 5Y | +4.0% | +941.2% | -937.1% | +3.0% |
| 10Y | -42.2% | +2,950.3% | -2,992.6% | -42.9% |
| All | -13.6% | +7,705.7% | -7,719.3% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling