+51.4%
CCL vs ACI
+25.9%
+25.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -20.3% | +5.9% | -26.3% | -20.7% |
| 3M | -15.1% | -19.8% | +4.6% | -14.1% |
| 6M | -15.1% | -24.7% | +9.6% | -13.9% |
| YTD | -21.8% | -24.4% | +2.6% | -20.8% |
| 1Y | -24.8% | -31.5% | +6.7% | -23.3% |
| 3Y | +51.9% | -38.7% | +90.5% | +55.4% |
| 5Y | +4.0% | -42.8% | +46.8% | +5.3% |
| All | +51.4% | +25.9% | +25.5% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling