-42.6%
CCL vs XYZ
+610.4%
-653.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.2% | -4.3% | +1.1% | -1.5% |
| 30D | -17.8% | +1.2% | -19.0% | -18.3% |
| 3M | -18.7% | +14.6% | -33.3% | -23.1% |
| 6M | -11.4% | +22.6% | -34.0% | -18.4% |
| YTD | -24.3% | +21.7% | -46.0% | -31.2% |
| 1Y | -28.8% | +6.7% | -35.5% | -32.5% |
| 3Y | +49.3% | +46.8% | +2.5% | +18.7% |
| 5Y | +1.6% | -68.0% | +69.7% | +23.9% |
| All | -42.6% | +610.4% | -653.0% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling