+807.8%
CCL vs APA
+815.8%
-8.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -5.0% | +0.5% | -5.6% | -5.3% |
| 30D | -20.3% | +23.4% | -43.7% | -25.3% |
| 3M | -15.1% | +12.7% | -27.8% | -19.2% |
| 6M | -15.1% | +39.4% | -54.5% | -25.9% |
| YTD | -21.8% | +79.0% | -100.7% | -37.0% |
| 1Y | -24.8% | +88.8% | -113.6% | -41.0% |
| 3Y | +51.9% | +6.4% | +45.5% | +34.8% |
| 5Y | +4.0% | +153.0% | -148.9% | -30.8% |
| 10Y | -42.2% | +7.5% | -49.8% | -61.6% |
| All | +807.8% | +815.8% | -8.0% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling