+1,042.1%
CCL vs B
+719.1%
+323.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +2.6% | +9.6% | -7.0% | +2.2% |
| 30D | +13.1% | +3.5% | +9.6% | +12.9% |
| 3M | +3.3% | -1.6% | +4.9% | +3.3% |
| 6M | +8.7% | -1.7% | +10.4% | +8.7% |
| YTD | -1.6% | -5.3% | +3.7% | -1.5% |
| 1Y | +14.0% | +27.2% | -13.2% | +12.9% |
| 3Y | +145.1% | +166.1% | -21.0% | +136.3% |
| 5Y | +21.2% | +136.5% | -115.3% | +16.8% |
| 10Y | -29.8% | +172.2% | -202.0% | -33.4% |
| All | +1,042.1% | +719.1% | +323.0% | +1,069.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling