+79.8%
CCL vs AS
+134.9%
-55.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +3.1% | +6.9% | -3.8% | +0.6% |
| 30D | +13.7% | +16.0% | -2.3% | +7.4% |
| 3M | +3.8% | -12.8% | +16.7% | +9.2% |
| 6M | +9.3% | -15.4% | +24.6% | +16.2% |
| YTD | -1.1% | -15.7% | +14.7% | +4.9% |
| 1Y | +14.6% | +6.1% | +8.5% | +12.4% |
| All | +79.8% | +134.9% | -55.0% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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