+49.0%
CCL vs XYZ
+47.2%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -4.4% | -3.7% | -0.7% | -2.8% |
| 30D | -18.2% | +0.5% | -18.7% | -18.5% |
| 3M | -17.7% | +16.3% | -34.0% | -23.1% |
| 6M | -13.0% | +21.1% | -34.1% | -20.3% |
| YTD | -24.5% | +22.0% | -46.5% | -32.0% |
| 1Y | -26.9% | +5.2% | -32.1% | -30.4% |
| All | +49.0% | +47.2% | +1.8% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling