-34.0%
CCL vs APTV
-27.4%
-6.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.2% | -1.7% | +0.6% | +0.1% |
| 30D | +13.1% | -11.6% | +24.7% | +23.7% |
| 3M | +3.4% | -21.2% | +24.6% | +22.1% |
| 6M | +18.7% | -28.5% | +47.2% | +43.8% |
| YTD | -2.3% | -49.1% | +46.8% | +50.5% |
| 1Y | +14.2% | -52.2% | +66.4% | +84.0% |
| 3Y | +133.6% | -48.6% | +182.2% | +226.8% |
| 5Y | +33.5% | -77.3% | +110.8% | +259.3% |
| All | -34.0% | -27.4% | -6.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling