+140.7%
GOOG vs CCL
+48.2%
+92.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -1.6% | -4.4% | +2.8% | -0.6% |
| 30D | -7.7% | -18.2% | +10.5% | -3.4% |
| 3M | -9.3% | -17.7% | +8.4% | -5.5% |
| 6M | +7.4% | -13.0% | +20.4% | +10.1% |
| YTD | +4.9% | -24.5% | +29.3% | +9.9% |
| 1Y | +37.2% | -26.9% | +64.2% | +44.2% |
| All | +140.7% | +48.2% | +92.4% | +111.9% |
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