+21.9%
CCL vs KMX
+35.0%
-13.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +6.3% |
| 7D | +11.6% | +2.1% | +9.5% | +11.0% |
| 30D | +22.5% | +0.5% | +22.0% | +22.2% |
| 3M | +6.4% | -4.1% | +10.5% | +7.4% |
| 6M | +23.4% | +49.5% | -26.1% | +11.6% |
| YTD | +4.2% | +42.7% | -38.5% | -5.9% |
| 1Y | +21.9% | +35.3% | -13.4% | +10.3% |
| All | +21.9% | +35.0% | -13.1% | +10.3% |
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