-29.5%
CCL vs P
+449.6%
-479.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -16.4% | +10.9% | -0.2% |
| 7D | +2.6% | -31.9% | +34.5% | +15.1% |
| 30D | +11.3% | -36.5% | +47.8% | +27.1% |
| 3M | +0.3% | +11.6% | -11.3% | -7.0% |
| 6M | +16.1% | +25.2% | -9.1% | +0.4% |
| YTD | -1.6% | +39.4% | -41.0% | -19.7% |
| 1Y | +11.8% | -3.7% | +15.4% | +1.3% |
| 3Y | +139.6% | +167.3% | -27.7% | +32.1% |
| 5Y | +21.3% | +237.3% | -216.0% | -39.8% |
| 10Y | -29.8% | +698.6% | -728.4% | -73.6% |
| All | -29.5% | +449.6% | -479.2% | -73.4% |
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