+6.4%
CCL vs ACHR
-46.3%
+52.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.3% | -5.4% | +1.1% | -3.2% |
| 30D | -19.0% | -19.7% | +0.8% | -15.3% |
| 3M | -13.1% | +7.9% | -21.0% | -16.0% |
| 6M | -13.3% | -13.8% | +0.5% | -12.5% |
| YTD | -25.2% | -27.5% | +2.3% | -22.4% |
| 1Y | -27.2% | -33.9% | +6.7% | -24.5% |
| 3Y | +49.2% | -20.0% | +69.2% | +29.0% |
| 5Y | +0.4% | -44.0% | +44.3% | -34.8% |
| All | +6.4% | -46.3% | +52.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACHR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling