-24.8%
CCL vs AA
+63.2%
-88.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -5.0% | -0.7% | -4.4% | -5.0% |
| 30D | -20.3% | +5.0% | -25.3% | -21.0% |
| 3M | -15.1% | -35.8% | +20.7% | -10.4% |
| 6M | -15.1% | -18.4% | +3.3% | -14.3% |
| YTD | -21.8% | -5.5% | -16.3% | -23.6% |
| 1Y | -24.8% | +61.0% | -85.7% | -29.8% |
| All | -24.8% | +63.2% | -88.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling