+21.9%
CCL vs AUR
-17.4%
+39.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.7% | +8.2% |
| 7D | +11.6% | -19.8% | +31.5% | +16.6% |
| 30D | +22.5% | -29.0% | +51.6% | +31.4% |
| 3M | +6.4% | -43.6% | +50.0% | +19.6% |
| 6M | +23.4% | -36.6% | +60.0% | +32.6% |
| YTD | +4.2% | +6.3% | -2.0% | -3.5% |
| 1Y | +21.9% | -9.0% | +30.9% | +14.2% |
| All | +21.9% | -17.4% | +39.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling