-24.8%
CCL vs B
+70.0%
-94.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -5.0% | -1.6% | -3.5% | -4.7% |
| 30D | -20.3% | +9.4% | -29.8% | -22.5% |
| 3M | -15.1% | +5.0% | -20.1% | -16.9% |
| 6M | -15.1% | -3.5% | -11.6% | -16.9% |
| YTD | -21.8% | +4.5% | -26.2% | -24.0% |
| 1Y | -24.8% | +67.8% | -92.6% | -28.8% |
| All | -24.8% | +70.0% | -94.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling