+807.8%
CCL vs AFL
+18,874.7%
-18,066.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -5.0% | +0.6% | -5.6% | -5.3% |
| 30D | -20.3% | -6.2% | -14.2% | -17.9% |
| 3M | -15.1% | +2.2% | -17.3% | -16.3% |
| 6M | -15.1% | +5.3% | -20.4% | -17.6% |
| YTD | -21.8% | +8.0% | -29.7% | -25.0% |
| 1Y | -24.8% | +10.2% | -35.0% | -28.7% |
| 3Y | +51.9% | +67.1% | -15.2% | +16.3% |
| 5Y | +4.0% | +135.6% | -131.5% | -31.3% |
| 10Y | -42.2% | +299.4% | -341.6% | -66.6% |
| All | +807.8% | +18,874.7% | -18,066.9% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling