+8,520.0%
AMD vs CCL
-32.2%
+8,552.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +7.1% |
| 7D | +44.7% | -0.3% | +45.1% | +44.9% |
| 30D | -3.3% | +10.3% | -13.7% | -6.0% |
| 3M | +21.2% | +6.6% | +14.6% | +18.6% |
| 6M | +30.6% | +20.0% | +10.5% | +23.0% |
| YTD | +173.3% | -1.9% | +175.2% | +170.4% |
| 1Y | +126.1% | +10.4% | +115.6% | +115.3% |
| 3Y | +393.5% | +134.8% | +258.7% | +275.2% |
| 5Y | +295.8% | +34.0% | +261.8% | +221.8% |
| All | +8,520.0% | -32.2% | +8,552.2% | +9,132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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