-42.6%
CCL vs KMX
+11.6%
-54.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.5% |
| 7D | -3.2% | -3.1% | -0.1% | -1.5% |
| 30D | -17.8% | +4.4% | -22.2% | -20.1% |
| 3M | -18.7% | +18.9% | -37.6% | -27.7% |
| 6M | -11.4% | +44.3% | -55.7% | -31.2% |
| YTD | -24.3% | +58.7% | -83.0% | -45.4% |
| 1Y | -28.8% | +0.1% | -28.9% | -35.1% |
| 3Y | +49.3% | -24.4% | +73.8% | +57.0% |
| 5Y | +1.6% | -54.4% | +56.0% | +42.2% |
| All | -42.6% | +11.6% | -54.3% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling