+337.5%
AMD vs CCL
+5.2%
+332.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -5.0% | +7.6% | +4.8% |
| 30D | -0.9% | -20.3% | +19.4% | +8.9% |
| 3M | -8.7% | -15.1% | +6.4% | -2.8% |
| 6M | +136.3% | -15.1% | +151.4% | +149.3% |
| YTD | +123.0% | -21.8% | +144.8% | +141.4% |
| 1Y | +195.2% | -24.8% | +220.0% | +222.0% |
| 3Y | +336.3% | +51.9% | +284.5% | +236.5% |
| All | +337.5% | +5.2% | +332.3% | +251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling