+1.4%
AAL vs CCL
-26.7%
+28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.6% |
| 7D | -1.3% | -4.4% | +3.1% | +1.5% |
| 30D | -13.7% | -18.2% | +4.5% | -2.1% |
| 3M | -8.2% | -17.7% | +9.5% | +3.9% |
| 6M | +13.1% | -13.0% | +26.1% | +22.9% |
| YTD | -15.6% | -24.5% | +8.9% | -0.7% |
| 1Y | +1.4% | -26.9% | +28.4% | +18.0% |
| All | +1.4% | -26.7% | +28.1% | +18.0% |
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