-41.0%
CCL vs APA
-0.7%
-40.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.0% |
| 7D | -0.1% | -1.7% | +1.6% | +0.4% |
| 30D | -20.0% | +15.7% | -35.7% | -24.6% |
| 3M | -13.7% | +16.5% | -30.1% | -19.9% |
| 6M | -9.0% | +35.1% | -44.1% | -23.0% |
| YTD | -22.8% | +82.2% | -105.0% | -42.6% |
| 1Y | -25.3% | +102.5% | -127.8% | -47.7% |
| 3Y | +54.1% | +10.3% | +43.8% | +29.2% |
| 5Y | +3.5% | +166.1% | -162.6% | -44.4% |
| 10Y | -41.0% | -4.9% | -36.2% | -74.3% |
| All | -41.0% | -0.7% | -40.3% | -74.3% |
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