-17.1%
CCL vs ALNY
+4,129.5%
-4,146.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.8% |
| 30D | -18.2% | +18.9% | -37.1% | -20.5% |
| 3M | -17.7% | -13.3% | -4.4% | -16.8% |
| 6M | -13.0% | -20.3% | +7.3% | -10.9% |
| YTD | -24.5% | -35.1% | +10.6% | -20.2% |
| 1Y | -26.9% | -46.5% | +19.5% | -20.7% |
| 3Y | +50.8% | +28.1% | +22.7% | +39.4% |
| 5Y | -0.9% | +36.1% | -37.0% | -11.0% |
| 10Y | -41.7% | +269.7% | -311.4% | -58.7% |
| All | -17.1% | +4,129.5% | -4,146.6% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling