+282.2%
APH vs CCL
+20.8%
+261.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | -5.9% | +2.6% | -8.5% | -6.6% |
| 30D | -14.8% | +13.1% | -27.9% | -17.4% |
| 3M | -12.4% | +3.3% | -15.7% | -13.5% |
| 6M | +8.1% | +8.7% | -0.6% | +5.1% |
| YTD | +10.9% | -1.6% | +12.5% | +9.5% |
| 1Y | +8.8% | +14.0% | -5.2% | +3.6% |
| 3Y | +262.1% | +145.1% | +116.9% | +185.6% |
| All | +282.2% | +20.8% | +261.4% | +231.6% |
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