+1.3%
CCL vs KMX
-53.9%
+55.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.9% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -20.0% | +4.1% | -24.1% | -21.8% |
| 3M | -13.7% | +27.5% | -41.2% | -24.9% |
| 6M | -9.0% | +43.6% | -52.6% | -27.0% |
| YTD | -22.8% | +56.8% | -79.6% | -41.8% |
| 1Y | -25.3% | -1.3% | -24.0% | -29.7% |
| 3Y | +54.1% | -25.4% | +79.5% | +66.9% |
| All | +1.3% | -53.9% | +55.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling