+53.1%
LLY vs CCL
-25.6%
+78.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -5.1% | -20.0% | +14.9% | -2.6% |
| 3M | -2.1% | -13.7% | +11.6% | -0.8% |
| 6M | +13.8% | -9.0% | +22.9% | +14.1% |
| YTD | +5.1% | -22.8% | +27.9% | +6.8% |
| 1Y | +53.1% | -25.3% | +78.4% | +49.6% |
| All | +53.1% | -25.6% | +78.8% | +49.6% |
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