+189,363.8%
CSCO vs CCL
+1,132.7%
+188,231.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -10.2% | +3.1% | -13.3% | -11.0% |
| 30D | -20.1% | +13.7% | -33.7% | -22.9% |
| 3M | -22.4% | +3.8% | -26.2% | -23.7% |
| 6M | +2.8% | +9.3% | -6.5% | -1.0% |
| YTD | +23.6% | -1.1% | +24.7% | +20.4% |
| 1Y | +34.0% | +14.6% | +19.5% | +24.9% |
| 3Y | +89.3% | +146.4% | -57.1% | +35.5% |
| 5Y | +87.9% | +21.9% | +66.0% | +46.4% |
| 10Y | +314.9% | -29.4% | +344.3% | +193.8% |
| All | +189,363.8% | +1,132.7% | +188,231.1% | +36,916.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling