+49.0%
CCL vs AEHR
+89.8%
-40.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.4% | -2.8% |
| 7D | -4.4% | +19.1% | -23.5% | -6.7% |
| 30D | -18.2% | -10.0% | -8.2% | -17.8% |
| 3M | -17.7% | +1.3% | -19.0% | -20.6% |
| 6M | -13.0% | +133.8% | -146.8% | -27.8% |
| YTD | -24.5% | +373.3% | -397.8% | -44.6% |
| 1Y | -26.9% | +256.2% | -283.1% | -45.1% |
| All | +49.0% | +89.8% | -40.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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