-42.6%
CCL vs ALNY
+260.0%
-302.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -3.2% | -6.5% | +3.3% | -2.1% |
| 30D | -17.8% | +11.0% | -28.8% | -19.3% |
| 3M | -18.7% | -14.1% | -4.6% | -17.7% |
| 6M | -11.4% | -22.4% | +11.0% | -8.7% |
| YTD | -24.3% | -37.5% | +13.2% | -19.2% |
| 1Y | -28.8% | -46.9% | +18.1% | -22.1% |
| 3Y | +49.3% | +22.1% | +27.3% | +38.3% |
| 5Y | +1.6% | +31.2% | -29.6% | -8.9% |
| All | -42.6% | +260.0% | -302.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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