+34.0%
CCL vs ACHR
-25.3%
+59.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.9% | +6.5% | -2.0% |
| 7D | -0.3% | +11.9% | -12.2% | -3.1% |
| 30D | +10.3% | -2.5% | +12.8% | +10.4% |
| 3M | +6.6% | -31.2% | +37.7% | +14.5% |
| 6M | +20.0% | -32.2% | +52.3% | +26.7% |
| YTD | -1.9% | -42.4% | +40.5% | +6.3% |
| 1Y | +10.4% | -49.9% | +60.4% | +22.9% |
| 3Y | +134.8% | -12.9% | +147.7% | +92.1% |
| 5Y | +34.0% | -24.6% | +58.6% | -22.3% |
| All | +34.0% | -25.3% | +59.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling