+54.1%
CCL vs AA
+89.1%
-35.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -2.3% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | -20.0% | +3.3% | -23.3% | -21.0% |
| 3M | -13.7% | -29.4% | +15.8% | -5.1% |
| 6M | -9.0% | -12.8% | +3.8% | -8.3% |
| YTD | -22.8% | -2.1% | -20.7% | -26.0% |
| 1Y | -25.3% | +62.8% | -88.1% | -41.1% |
| 3Y | +54.1% | +90.5% | -36.4% | +6.1% |
| All | +54.1% | +89.1% | -35.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling