-0.8%
CCL vs ALNY
+30.5%
-31.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -3.2% | -6.5% | +3.3% | -1.6% |
| 30D | -17.8% | +11.0% | -28.8% | -20.1% |
| 3M | -18.7% | -14.1% | -4.6% | -17.3% |
| 6M | -11.4% | -22.4% | +11.0% | -7.4% |
| YTD | -24.3% | -37.5% | +13.2% | -16.5% |
| 1Y | -28.8% | -46.9% | +18.1% | -18.3% |
| 3Y | +49.3% | +22.1% | +27.3% | +30.2% |
| All | -0.8% | +30.5% | -31.3% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling