-41.7%
CCL vs AA
+121.9%
-163.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -18.2% | -1.6% | -16.6% | -18.1% |
| 3M | -17.7% | -29.8% | +12.1% | -5.4% |
| 6M | -13.0% | -16.6% | +3.6% | -10.2% |
| YTD | -24.5% | -4.0% | -20.4% | -27.9% |
| 1Y | -26.9% | +63.5% | -90.5% | -46.9% |
| 3Y | +50.8% | +86.8% | -36.0% | -6.7% |
| 5Y | -0.9% | +12.4% | -13.3% | -29.8% |
| 10Y | -41.7% | +132.3% | -174.0% | -80.4% |
| All | -41.7% | +121.9% | -163.6% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling