+3.5%
CCL vs APTV
-69.4%
+72.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +1.7% |
| 7D | -0.1% | +2.0% | -2.1% | -1.6% |
| 30D | -20.0% | -7.7% | -12.3% | -15.9% |
| 3M | -13.7% | -34.0% | +20.3% | +11.3% |
| 6M | -9.0% | -37.1% | +28.1% | +18.7% |
| YTD | -22.8% | -39.9% | +17.1% | +3.2% |
| 1Y | -25.3% | -44.4% | +19.1% | +5.2% |
| 3Y | +54.1% | -54.5% | +108.6% | +139.2% |
| 5Y | +3.5% | -69.1% | +72.6% | +108.0% |
| All | +3.5% | -69.4% | +72.9% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling