-29.5%
CCL vs P
+469.1%
-498.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -1.2% |
| 7D | +2.6% | -23.8% | +26.4% | +11.0% |
| 30D | +13.1% | -36.6% | +49.7% | +29.3% |
| 3M | +3.3% | +10.9% | -7.6% | -3.9% |
| 6M | +8.7% | +30.0% | -21.3% | -7.2% |
| YTD | -1.6% | +44.4% | -46.0% | -20.6% |
| 1Y | +14.0% | +3.9% | +10.0% | +0.6% |
| 3Y | +145.1% | +176.6% | -31.4% | +33.6% |
| 5Y | +21.2% | +249.3% | -228.0% | -40.5% |
| 10Y | -29.8% | +726.9% | -756.7% | -73.9% |
| All | -29.5% | +469.1% | -498.6% | -73.7% |
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