+49.3%
CCL vs KEEL
+197.5%
-148.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.7% |
| 7D | -3.2% | +2.9% | -6.1% | -3.7% |
| 30D | -17.8% | +0.8% | -18.6% | -18.4% |
| 3M | -18.7% | -35.3% | +16.7% | -15.4% |
| 6M | -11.4% | +59.4% | -70.8% | -20.4% |
| YTD | -24.3% | +51.9% | -76.2% | -32.5% |
| 1Y | -28.8% | +75.0% | -103.8% | -40.9% |
| 3Y | +49.3% | +224.5% | -175.2% | -5.9% |
| All | +49.3% | +197.5% | -148.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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