+13.0%
AAL vs CCL
+138.8%
-125.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.6% |
| 7D | +4.6% | +3.1% | +1.5% | +2.8% |
| 30D | +2.6% | +13.7% | -11.1% | -4.8% |
| 3M | -17.8% | +3.8% | -21.6% | -19.9% |
| 6M | +1.9% | +9.3% | -7.4% | -3.8% |
| YTD | -14.0% | -1.1% | -12.9% | -14.7% |
| 1Y | +0.2% | +14.6% | -14.3% | -9.4% |
| 3Y | +13.0% | +146.4% | -133.4% | -33.0% |
| All | +13.0% | +138.8% | -125.8% | -33.0% |
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 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