+0.4%
CCL vs AUR
-36.2%
+36.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -19.0% | -8.9% | -10.0% | -17.7% |
| 3M | -13.1% | +4.6% | -17.7% | -14.7% |
| 6M | -13.3% | +44.9% | -58.1% | -21.4% |
| YTD | -25.2% | +64.8% | -90.1% | -34.4% |
| 1Y | -27.2% | +16.4% | -43.6% | -31.8% |
| 3Y | +49.2% | +85.1% | -35.9% | +5.1% |
| 5Y | +0.4% | -36.1% | +36.5% | -40.8% |
| All | +0.4% | -36.2% | +36.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling