+807.8%
CCL vs B
+803.7%
+4.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -5.0% | -1.6% | -3.5% | -5.0% |
| 30D | -20.3% | +9.4% | -29.8% | -20.7% |
| 3M | -15.1% | +5.0% | -20.1% | -15.4% |
| 6M | -15.1% | -3.5% | -11.6% | -15.1% |
| YTD | -21.8% | +4.5% | -26.2% | -22.0% |
| 1Y | -24.8% | +67.8% | -92.6% | -26.3% |
| 3Y | +51.9% | +196.7% | -144.8% | +45.7% |
| 5Y | +4.0% | +151.9% | -147.9% | -0.1% |
| 10Y | -42.2% | +202.2% | -244.4% | -45.5% |
| All | +807.8% | +803.7% | +4.0% | +825.8% |
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 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