-28.5%
CCL vs APA
+0.9%
-29.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +3.1% | -8.7% | +11.8% | +6.1% |
| 30D | +17.5% | -2.4% | +19.9% | +17.6% |
| 3M | +6.8% | +19.0% | -12.2% | -1.5% |
| 6M | +18.7% | +26.8% | -8.1% | +4.7% |
| YTD | +3.0% | +87.3% | -84.3% | -25.2% |
| 1Y | +17.7% | +92.3% | -74.6% | -15.9% |
| 3Y | +155.6% | +37.3% | +118.4% | +94.6% |
| 5Y | +30.2% | +73.2% | -43.0% | -16.4% |
| 10Y | -28.5% | -0.9% | -27.6% | -69.4% |
| All | -28.5% | +0.9% | -29.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling