+49.0%
CCL vs AFL
+62.8%
-13.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -4.4% | -2.1% | -2.2% | -3.5% |
| 30D | -18.2% | -5.4% | -12.8% | -16.3% |
| 3M | -17.7% | -0.3% | -17.5% | -17.8% |
| 6M | -13.0% | +5.2% | -18.2% | -15.5% |
| YTD | -24.5% | +5.7% | -30.2% | -26.7% |
| 1Y | -26.9% | +10.2% | -37.2% | -30.5% |
| All | +49.0% | +62.8% | -13.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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