-33.4%
CCL vs XYZ
+634.5%
-667.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -2.8% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | +10.3% | +7.0% | +3.3% | +7.4% |
| 3M | +6.6% | +5.1% | +1.5% | +4.3% |
| 6M | +20.0% | +14.1% | +6.0% | +13.7% |
| YTD | -1.9% | +26.4% | -28.3% | -11.9% |
| 1Y | +10.4% | +25.1% | -14.6% | -0.7% |
| 3Y | +134.8% | +59.7% | +75.1% | +83.9% |
| 5Y | +34.0% | -63.8% | +97.8% | +56.0% |
| 10Y | -32.5% | +592.4% | -624.9% | -64.8% |
| All | -33.4% | +634.5% | -667.9% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling