-24.8%
CCL vs KMX
+5.0%
-29.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | -20.3% | +11.7% | -32.0% | -22.3% |
| 3M | -15.1% | +34.9% | -50.0% | -20.9% |
| 6M | -15.1% | +50.3% | -65.4% | -23.8% |
| YTD | -21.8% | +63.8% | -85.6% | -30.8% |
| 1Y | -24.8% | +3.8% | -28.6% | -33.2% |
| All | -24.8% | +5.0% | -29.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling