+79.9%
AAPL vs CCL
+55.0%
+24.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.0% | -20.0% | +21.0% | +6.0% |
| 3M | +5.0% | -13.7% | +18.6% | +7.8% |
| 6M | +23.0% | -9.0% | +32.1% | +24.0% |
| YTD | +16.6% | -22.8% | +39.4% | +21.6% |
| 1Y | +33.4% | -25.3% | +58.7% | +39.5% |
| 3Y | +79.9% | +54.1% | +25.8% | +57.1% |
| All | +79.9% | +55.0% | +24.9% | +57.1% |
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