-10.3%
CCL vs AUR
-34.9%
+24.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | -0.1% | +19.2% | -19.4% | -3.9% |
| 30D | -20.0% | -7.8% | -12.2% | -18.9% |
| 3M | -13.7% | +4.0% | -17.6% | -15.1% |
| 6M | -9.0% | +45.0% | -54.0% | -17.5% |
| YTD | -22.8% | +69.5% | -92.3% | -32.7% |
| 1Y | -25.3% | +13.0% | -38.3% | -29.6% |
| 3Y | +54.1% | +90.4% | -36.3% | +8.0% |
| 5Y | +3.5% | -34.2% | +37.7% | -34.0% |
| All | -10.3% | -34.9% | +24.6% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling