+55.4%
CCL vs P
+158.6%
-103.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -5.0% | +6.5% | -11.6% | -6.4% |
| 30D | -20.3% | +18.8% | -39.2% | -23.8% |
| 3M | -15.1% | +26.7% | -41.9% | -20.6% |
| 6M | -15.1% | +62.2% | -77.3% | -26.3% |
| YTD | -21.8% | +48.5% | -70.3% | -31.4% |
| 1Y | -24.8% | +26.4% | -51.2% | -33.1% |
| All | +55.4% | +158.6% | -103.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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