+97.5%
CSCO vs CCL
+136.4%
-38.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -6.2% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -15.8% | +13.1% | -29.0% | -17.5% |
| 3M | -15.4% | +3.4% | -18.8% | -16.0% |
| 6M | -5.4% | +18.7% | -24.1% | -8.4% |
| YTD | +26.5% | -2.3% | +28.7% | +25.1% |
| 1Y | +25.9% | +14.2% | +11.7% | +20.9% |
| 3Y | +97.5% | +133.6% | -36.0% | +70.0% |
| All | +97.5% | +136.4% | -38.8% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling