+1,095.7%
CCL vs APD
+6,318.0%
-5,222.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.1% |
| 7D | +3.1% | -1.6% | +4.6% | +4.0% |
| 30D | +17.5% | +10.6% | +6.9% | +11.6% |
| 3M | +6.8% | +2.5% | +4.3% | +5.4% |
| 6M | +18.7% | +6.0% | +12.8% | +14.2% |
| YTD | +3.0% | +28.4% | -25.4% | -11.4% |
| 1Y | +17.7% | +22.2% | -4.4% | +3.6% |
| 3Y | +155.6% | +26.6% | +129.0% | +117.0% |
| 5Y | +30.2% | +11.8% | +18.4% | +17.4% |
| 10Y | -28.5% | +187.8% | -216.3% | -58.6% |
| All | +1,095.7% | +6,318.0% | -5,222.4% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling