+6,406.4%
AMD vs CCL
-41.6%
+6,448.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | -5.0% | +7.6% | +4.1% |
| 30D | -0.9% | -20.3% | +19.4% | +5.8% |
| 3M | -8.7% | -15.1% | +6.4% | -4.6% |
| 6M | +136.3% | -15.1% | +151.4% | +145.8% |
| YTD | +123.0% | -21.8% | +144.8% | +136.4% |
| 1Y | +195.2% | -24.8% | +220.0% | +214.7% |
| 3Y | +336.3% | +51.9% | +284.5% | +273.4% |
| 5Y | +334.5% | +4.0% | +330.4% | +278.8% |
| All | +6,406.4% | -41.6% | +6,448.0% | +6,172.6% |
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