+33.9%
CCL vs APD
+16.4%
+17.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +3.8% | -5.0% | -3.2% |
| 30D | +13.1% | +8.2% | +4.9% | +8.5% |
| 3M | +3.4% | +4.3% | -0.9% | +1.0% |
| 6M | +18.7% | +4.7% | +14.0% | +15.1% |
| YTD | -2.3% | +31.5% | -33.8% | -18.6% |
| 1Y | +14.2% | +23.5% | -9.3% | -1.5% |
| 3Y | +133.6% | +29.1% | +104.5% | +91.5% |
| All | +33.9% | +16.4% | +17.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling