+145.6%
CCL vs KVUE
-20.6%
+166.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.5% |
| 7D | -4.4% | -7.2% | +2.8% | -3.1% |
| 30D | -18.2% | -5.7% | -12.5% | -17.3% |
| 3M | -17.7% | +0.2% | -17.9% | -17.6% |
| 6M | -13.0% | 0.0% | -13.0% | -13.0% |
| YTD | -24.5% | +6.5% | -31.0% | -25.0% |
| 1Y | -26.9% | -1.4% | -25.5% | -26.9% |
| 3Y | +50.8% | -5.6% | +56.4% | +50.9% |
| All | +145.6% | -20.6% | +166.2% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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