+321.5%
CSCO vs CCL
-27.9%
+349.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +1.0% | +4.5% |
| 7D | -2.9% | +3.1% | -6.0% | -3.3% |
| 30D | -16.7% | +17.5% | -34.2% | -18.6% |
| 3M | -18.4% | +6.8% | -25.3% | -19.5% |
| 6M | +2.9% | +18.7% | -15.8% | -0.2% |
| YTD | +30.4% | +3.0% | +27.4% | +28.1% |
| 1Y | +41.4% | +17.7% | +23.7% | +35.9% |
| 3Y | +104.7% | +155.6% | -50.9% | +72.2% |
| 5Y | +96.9% | +30.2% | +66.8% | +73.2% |
| 10Y | +321.5% | -28.5% | +350.0% | +364.1% |
| All | +321.5% | -27.9% | +349.3% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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