+49.0%
CCL vs KMX
-26.3%
+75.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.4% | -1.9% | -2.5% | -3.7% |
| 30D | -18.2% | +2.6% | -20.8% | -19.2% |
| 3M | -17.7% | +25.6% | -43.3% | -25.8% |
| 6M | -13.0% | +41.9% | -54.9% | -26.7% |
| YTD | -24.5% | +56.0% | -80.5% | -39.7% |
| 1Y | -26.9% | -1.8% | -25.2% | -28.6% |
| All | +49.0% | -26.3% | +75.3% | +48.9% |
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