-31.4%
AAL vs CCL
+1.3%
-32.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | -5.0% | +1.3% | -0.8% |
| 30D | -20.8% | -20.3% | -0.5% | -9.7% |
| 3M | -1.3% | -15.1% | +13.9% | +8.8% |
| 6M | +5.4% | -15.1% | +20.5% | +15.4% |
| YTD | -14.4% | -21.8% | +7.4% | -2.2% |
| 1Y | +2.1% | -24.8% | +26.9% | +17.9% |
| 3Y | -10.6% | +51.9% | -62.4% | -33.3% |
| All | -31.4% | +1.3% | -32.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling