+49.3%
CCL vs REGN
-4.3%
+53.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -3.2% | -5.6% | +2.4% | -1.7% |
| 30D | -17.8% | -2.0% | -15.8% | -17.4% |
| 3M | -18.7% | +28.0% | -46.6% | -24.5% |
| 6M | -11.4% | +1.2% | -12.6% | -12.2% |
| YTD | -24.3% | +1.6% | -25.9% | -25.2% |
| 1Y | -28.8% | +38.2% | -67.1% | -34.9% |
| 3Y | +49.3% | -5.4% | +54.7% | +46.7% |
| All | +49.3% | -4.3% | +53.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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