+807.8%
CCL vs AA
+295.2%
+512.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -5.0% | -0.7% | -4.4% | -4.8% |
| 30D | -20.3% | +5.0% | -25.3% | -22.3% |
| 3M | -15.1% | -35.8% | +20.7% | -0.8% |
| 6M | -15.1% | -18.4% | +3.3% | -11.7% |
| YTD | -21.8% | -5.5% | -16.3% | -24.1% |
| 1Y | -24.8% | +61.0% | -85.7% | -42.0% |
| 3Y | +51.9% | +66.2% | -14.4% | +8.1% |
| 5Y | +4.0% | +11.4% | -7.3% | -18.9% |
| 10Y | -42.2% | +116.9% | -159.1% | -70.2% |
| All | +807.8% | +295.2% | +512.6% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling