+55.4%
CCL vs KEY
+122.6%
-67.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | +2.2% | -7.3% | -6.6% |
| 30D | -20.3% | -3.0% | -17.3% | -18.4% |
| 3M | -15.1% | +3.3% | -18.5% | -17.2% |
| 6M | -15.1% | +9.2% | -24.3% | -20.3% |
| YTD | -21.8% | +10.6% | -32.4% | -27.3% |
| 1Y | -24.8% | +20.4% | -45.2% | -34.5% |
| All | +55.4% | +122.6% | -67.2% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling