-34.0%
CCL vs AA
+42.1%
-76.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | +13.1% | -0.6% | +13.7% | +13.3% |
| 3M | +3.4% | -19.7% | +23.0% | +13.1% |
| 6M | +18.7% | -41.6% | +60.3% | +46.2% |
| YTD | -2.3% | -24.6% | +22.4% | +3.3% |
| 1Y | +14.2% | +4.9% | +9.3% | +2.9% |
| 3Y | +133.6% | +66.8% | +66.7% | +50.8% |
| 5Y | +33.5% | -19.4% | +52.9% | +11.8% |
| All | -34.0% | +42.1% | -76.2% | -76.2% |
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