-30.8%
CCL vs KEY
+120.9%
-151.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +3.1% | -1.3% | +4.4% | +4.4% |
| 30D | +13.7% | +5.1% | +8.5% | +9.3% |
| 3M | +3.8% | -7.1% | +10.9% | +9.9% |
| 6M | +9.3% | -4.4% | +13.6% | +13.1% |
| YTD | -1.1% | +4.0% | -5.1% | -3.9% |
| 1Y | +14.6% | +23.4% | -8.9% | -3.2% |
| 3Y | +146.4% | +113.9% | +32.5% | +30.1% |
| 5Y | +21.9% | +12.3% | +9.5% | +2.0% |
| All | -30.8% | +120.9% | -151.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling