-33.8%
CCL vs KEY
+95.2%
-129.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -0.3% | +1.8% | -2.1% | -1.7% |
| 30D | +10.3% | +7.1% | +3.2% | +4.5% |
| 3M | +6.6% | -5.9% | +12.5% | +11.8% |
| 6M | +20.0% | +2.2% | +17.8% | +17.7% |
| YTD | -1.9% | +6.4% | -8.3% | -6.4% |
| 1Y | +10.4% | +24.8% | -14.3% | -7.4% |
| 3Y | +134.8% | +125.2% | +9.6% | +18.5% |
| 5Y | +34.0% | +13.0% | +21.0% | +11.9% |
| All | -33.8% | +95.2% | -129.0% | -64.6% |
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