+186.2%
CCL vs KMX
+383.8%
-197.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.2% | +3.4% | -4.6% | -2.2% |
| 30D | +13.1% | +6.8% | +6.3% | +10.9% |
| 3M | +3.4% | -11.4% | +14.7% | +7.1% |
| 6M | +18.7% | +43.6% | -24.9% | +5.6% |
| YTD | -2.3% | +37.7% | -40.0% | -13.0% |
| 1Y | +14.2% | +53.0% | -38.8% | -1.7% |
| 3Y | +133.6% | -16.3% | +149.9% | +136.9% |
| 5Y | +33.5% | -64.2% | +97.7% | +71.4% |
| 10Y | -32.8% | -2.8% | -29.9% | -31.9% |
| All | +186.2% | +383.8% | -197.6% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling