-46.9%
CCL vs XYZ
+638.9%
-685.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -5.0% | -1.0% | -4.1% | -4.7% |
| 30D | -20.3% | -1.7% | -18.6% | -20.0% |
| 3M | -15.1% | +16.7% | -31.9% | -20.1% |
| 6M | -15.1% | +26.9% | -42.0% | -22.6% |
| YTD | -21.8% | +27.1% | -48.9% | -29.8% |
| 1Y | -24.8% | +9.3% | -34.0% | -29.1% |
| 3Y | +51.9% | +42.3% | +9.6% | +23.6% |
| 5Y | +4.0% | -69.3% | +73.4% | +26.5% |
| 10Y | -42.2% | +586.8% | -629.0% | -69.8% |
| All | -46.9% | +638.9% | -685.8% | -73.5% |
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 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