+114.0%
CSCO vs CCL
+1.3%
+112.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -5.0% | +4.4% | 0.0% |
| 30D | -10.1% | -20.3% | +10.2% | -7.3% |
| 3M | -15.7% | -15.1% | -0.5% | -14.0% |
| 6M | +36.3% | -15.1% | +51.4% | +38.2% |
| YTD | +43.8% | -21.8% | +65.6% | +47.2% |
| 1Y | +63.9% | -24.8% | +88.7% | +68.2% |
| 3Y | +104.4% | +51.9% | +52.5% | +85.6% |
| All | +114.0% | +1.3% | +112.7% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling