+1.4%
CCL vs KEY
+40.7%
-39.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | +2.2% | -7.3% | -6.4% |
| 30D | -20.3% | -3.0% | -17.3% | -18.7% |
| 3M | -15.1% | +3.3% | -18.5% | -16.9% |
| 6M | -15.1% | +9.2% | -24.3% | -19.5% |
| YTD | -21.8% | +10.6% | -32.4% | -26.4% |
| 1Y | -24.8% | +20.4% | -45.2% | -33.1% |
| 3Y | +51.9% | +121.8% | -70.0% | -7.5% |
| All | +1.4% | +40.7% | -39.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling