+0.4%
CCL vs AFL
+131.0%
-130.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -4.3% | -3.3% | -1.0% | -1.9% |
| 30D | -19.0% | -5.0% | -14.0% | -15.9% |
| 3M | -13.1% | -1.8% | -11.3% | -12.3% |
| 6M | -13.3% | +4.8% | -18.1% | -17.4% |
| YTD | -25.2% | +5.4% | -30.7% | -29.1% |
| 1Y | -27.2% | +9.0% | -36.2% | -33.0% |
| 3Y | +49.2% | +63.0% | -13.8% | -10.6% |
| 5Y | +0.4% | +134.5% | -134.1% | -62.9% |
| All | +0.4% | +131.0% | -130.6% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling