-25.1%
CCL vs KEYS
+1,067.2%
-1,092.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.8% |
| 30D | -19.0% | -5.3% | -13.7% | -16.7% |
| 3M | -13.1% | +0.5% | -13.6% | -14.9% |
| 6M | -13.3% | +14.0% | -27.3% | -21.5% |
| YTD | -25.2% | +60.3% | -85.5% | -45.8% |
| 1Y | -27.2% | +91.3% | -118.5% | -52.8% |
| 3Y | +49.2% | +146.1% | -96.9% | -17.3% |
| 5Y | +0.4% | +80.8% | -80.4% | -34.1% |
| 10Y | -42.3% | +1,002.8% | -1,045.0% | -80.6% |
| All | -25.1% | +1,067.2% | -1,092.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling