+90.5%
APH vs CCL
+53.4%
+37.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.2% | -47.3% |
| 7D | -48.7% | -5.8% | -42.9% | -47.6% |
| 30D | -51.9% | -20.3% | -31.6% | -48.5% |
| 3M | -43.6% | -15.1% | -28.4% | -40.8% |
| 6M | -37.5% | -15.1% | -22.4% | -35.1% |
| YTD | -38.6% | -21.8% | -16.9% | -35.0% |
| 1Y | -26.3% | -24.8% | -1.5% | -21.6% |
| All | +90.5% | +53.4% | +37.1% | +59.3% |
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