+146.4%
CCL vs APA
+24.2%
+122.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.4% |
| 7D | +3.1% | -15.5% | +18.6% | +3.7% |
| 30D | +13.7% | +2.4% | +11.3% | +13.3% |
| 3M | +3.8% | +22.8% | -19.0% | +2.1% |
| 6M | +9.3% | +17.9% | -8.7% | +7.5% |
| YTD | -1.1% | +87.7% | -88.8% | -14.6% |
| 1Y | +14.6% | +94.2% | -79.6% | -2.3% |
| 3Y | +146.4% | +27.2% | +119.2% | +95.4% |
| All | +146.4% | +24.2% | +122.2% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling