+145.2%
CCL vs KMX
-13.7%
+158.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.5% | -2.3% | +0.7% | -0.5% |
| 30D | +16.5% | +6.3% | +10.1% | +13.4% |
| 3M | +11.2% | -7.4% | +18.6% | +14.5% |
| 6M | +22.6% | +37.9% | -15.3% | +5.2% |
| YTD | +2.6% | +39.5% | -36.9% | -15.0% |
| 1Y | +17.0% | +57.9% | -40.9% | -9.1% |
| All | +145.2% | -13.7% | +158.9% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling