-29.4%
CCL vs AR
+58.9%
-88.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -1.5% | +2.1% | -3.6% | -2.0% |
| 30D | +16.5% | +4.5% | +11.9% | +14.8% |
| 3M | +11.2% | +1.0% | +10.2% | +10.1% |
| 6M | +22.6% | +4.4% | +18.2% | +19.3% |
| YTD | +2.6% | +10.9% | -8.3% | -3.5% |
| 1Y | +17.0% | +8.6% | +8.4% | +10.2% |
| 3Y | +145.5% | +48.5% | +97.0% | +106.1% |
| 5Y | +36.1% | +95.7% | -59.6% | +0.9% |
| 10Y | -29.4% | +55.5% | -84.9% | -72.2% |
| All | -29.4% | +58.9% | -88.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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