+3.5%
CCL vs ACI
-44.9%
+48.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.9% |
| 7D | -0.1% | -2.6% | +2.4% | +0.2% |
| 30D | -20.0% | +1.1% | -21.1% | -20.1% |
| 3M | -13.7% | -23.6% | +10.0% | -11.0% |
| 6M | -9.0% | -29.9% | +20.9% | -5.4% |
| YTD | -22.8% | -26.9% | +4.0% | -20.5% |
| 1Y | -25.3% | -34.2% | +8.9% | -21.8% |
| 3Y | +54.1% | -43.6% | +97.7% | +64.2% |
| 5Y | +3.5% | -42.4% | +45.9% | +7.3% |
| All | +3.5% | -44.9% | +48.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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