-34.0%
CCL vs KEY
+96.4%
-130.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -1.2% | +2.9% | -4.1% | -3.4% |
| 30D | +13.1% | +8.4% | +4.7% | +6.1% |
| 3M | +3.4% | -5.8% | +9.1% | +8.3% |
| 6M | +18.7% | +5.4% | +13.3% | +13.6% |
| YTD | -2.3% | +7.1% | -9.3% | -7.2% |
| 1Y | +14.2% | +26.8% | -12.6% | -5.6% |
| 3Y | +133.6% | +128.7% | +4.9% | +16.4% |
| 5Y | +33.5% | +13.6% | +19.9% | +11.0% |
| All | -34.0% | +96.4% | -130.5% | -64.9% |
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