+10.4%
CCL vs KMX
+56.1%
-45.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -3.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +10.3% | +3.5% | +6.8% | +9.2% |
| 3M | +6.6% | -10.4% | +17.0% | +10.4% |
| 6M | +20.0% | +37.6% | -17.6% | +8.0% |
| YTD | -1.9% | +36.1% | -38.0% | -14.5% |
| 1Y | +10.4% | +52.8% | -42.3% | -11.5% |
| All | +10.4% | +56.1% | -45.6% | -11.5% |
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