+47.5%
CCL vs ALNY
+22.8%
+24.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.2% |
| 7D | -4.3% | -6.4% | +2.1% | -3.0% |
| 30D | -19.0% | +11.9% | -30.9% | -20.8% |
| 3M | -13.1% | -15.0% | +1.9% | -11.8% |
| 6M | -13.3% | -23.2% | +9.9% | -9.9% |
| YTD | -25.2% | -37.8% | +12.5% | -19.0% |
| 1Y | -27.2% | -47.3% | +20.1% | -18.8% |
| All | +47.5% | +22.8% | +24.7% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling