+377.3%
CSCO vs CCL
-42.2%
+419.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | 0.0% | -4.4% | +4.4% | +0.6% |
| 30D | -10.7% | -18.2% | +7.5% | -8.2% |
| 3M | -8.7% | -17.7% | +9.0% | -6.4% |
| 6M | +44.9% | -13.0% | +57.9% | +46.6% |
| YTD | +44.1% | -24.5% | +68.6% | +48.3% |
| 1Y | +65.9% | -26.9% | +92.8% | +70.9% |
| 3Y | +109.0% | +50.8% | +58.3% | +89.5% |
| 5Y | +114.8% | -0.9% | +115.7% | +96.4% |
| 10Y | +377.3% | -41.7% | +419.0% | +407.0% |
| All | +377.3% | -42.2% | +419.5% | +407.0% |
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