+150.5%
GOOGL vs CCL
+55.0%
+95.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -4.4% | -20.0% | +15.5% | +0.4% |
| 3M | -6.8% | -13.7% | +6.8% | -3.9% |
| 6M | +13.6% | -9.0% | +22.6% | +15.2% |
| YTD | +8.3% | -22.8% | +31.1% | +13.0% |
| 1Y | +44.9% | -25.3% | +70.3% | +51.6% |
| 3Y | +150.5% | +54.1% | +96.4% | +120.4% |
| All | +150.5% | +55.0% | +95.5% | +120.4% |
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