+133.6%
CCL vs APA
+45.9%
+87.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -1.2% | +8.5% | -9.7% | -1.4% |
| 30D | +13.1% | +2.8% | +10.3% | +12.8% |
| 3M | +3.4% | +21.7% | -18.3% | +2.1% |
| 6M | +18.7% | +32.6% | -13.9% | +16.0% |
| YTD | -2.3% | +103.7% | -106.0% | -15.9% |
| 1Y | +14.2% | +101.8% | -87.6% | -1.8% |
| 3Y | +133.6% | +48.1% | +85.5% | +78.0% |
| All | +133.6% | +45.9% | +87.6% | +78.0% |
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