-44.0%
CCL vs P
+485.4%
-529.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -5.0% | +6.5% | -11.6% | -7.2% |
| 30D | -20.3% | +18.8% | -39.2% | -25.8% |
| 3M | -15.1% | +26.7% | -41.9% | -23.7% |
| 6M | -15.1% | +62.2% | -77.3% | -31.5% |
| YTD | -21.8% | +48.5% | -70.3% | -35.9% |
| 1Y | -24.8% | +26.4% | -51.2% | -37.0% |
| 3Y | +51.9% | +159.4% | -107.5% | -12.8% |
| 5Y | +4.0% | +275.8% | -271.8% | -49.0% |
| 10Y | -42.2% | +732.0% | -774.2% | -78.1% |
| All | -44.0% | +485.4% | -529.3% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling