+5.6%
CVS vs CCL
+17.9%
-12.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +7.3% | -19.8% | -12.4% |
| 7D | -11.1% | +11.6% | -22.7% | -11.1% |
| 30D | -7.4% | +22.5% | -30.0% | -7.6% |
| 3M | -22.9% | +6.4% | -29.3% | -22.6% |
| 6M | -1.2% | +23.4% | -24.6% | -1.5% |
| YTD | +3.9% | +4.2% | -0.4% | +3.6% |
| 1Y | +5.6% | +21.9% | -16.3% | +3.1% |
| All | +5.6% | +17.9% | -12.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling