-9.2%
CCL vs AR
-27.2%
+18.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.0% | +2.5% | -7.5% | -5.6% |
| 30D | -20.3% | +14.8% | -35.1% | -23.0% |
| 3M | -15.1% | +6.2% | -21.4% | -16.9% |
| 6M | -15.1% | +4.3% | -19.4% | -17.4% |
| YTD | -21.8% | +14.4% | -36.1% | -26.0% |
| 1Y | -24.8% | +21.3% | -46.1% | -30.4% |
| 3Y | +51.9% | +39.8% | +12.1% | +32.3% |
| 5Y | +4.0% | +142.1% | -138.0% | -23.7% |
| 10Y | -42.2% | +52.0% | -94.3% | -73.5% |
| All | -9.2% | -27.2% | +18.0% | -54.5% |
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