+14.2%
CCL vs AR
-33.4%
+47.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.6% | -14.3% | +16.9% | +6.0% |
| 30D | +13.1% | +1.4% | +11.7% | +12.4% |
| 3M | +3.3% | +3.4% | -0.1% | +1.6% |
| 6M | +8.7% | -2.1% | +10.8% | +7.6% |
| YTD | -1.6% | +4.7% | -6.3% | -5.6% |
| 1Y | +14.0% | +10.6% | +3.4% | +7.5% |
| 3Y | +145.1% | +24.6% | +120.6% | +118.5% |
| 5Y | +21.2% | +71.9% | -50.7% | -3.9% |
| 10Y | -29.8% | +46.4% | -76.2% | -67.4% |
| All | +14.2% | -33.4% | +47.6% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling