+1.4%
CCL vs APD
+27.6%
-26.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | -5.0% | -2.2% | -2.8% | -3.9% |
| 30D | -20.3% | +2.1% | -22.4% | -21.3% |
| 3M | -15.1% | +7.2% | -22.3% | -18.8% |
| 6M | -15.1% | +11.2% | -26.4% | -21.3% |
| YTD | -21.8% | +24.4% | -46.2% | -32.8% |
| 1Y | -24.8% | +6.7% | -31.5% | -29.2% |
| 3Y | +51.9% | +9.2% | +42.6% | +38.2% |
| All | +1.4% | +27.6% | -26.2% | -26.5% |
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