+145.1%
CCL vs B
+165.5%
-20.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +2.6% | +9.6% | -7.0% | +0.4% |
| 30D | +13.1% | +3.5% | +9.6% | +12.1% |
| 3M | +3.3% | -1.6% | +4.9% | +3.2% |
| 6M | +8.7% | -1.7% | +10.4% | +8.1% |
| YTD | -1.6% | -5.3% | +3.7% | -1.9% |
| 1Y | +14.0% | +27.2% | -13.2% | +8.6% |
| 3Y | +145.1% | +166.1% | -21.0% | +100.5% |
| All | +145.1% | +165.5% | -20.3% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling