+21.9%
CCL vs ACM
-46.6%
+68.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.3% | +6.2% |
| 7D | +11.6% | +9.5% | +2.1% | +8.3% |
| 30D | +22.5% | +14.7% | +7.8% | +17.1% |
| 3M | +6.4% | -9.5% | +15.9% | +10.2% |
| 6M | +23.4% | -18.0% | +41.4% | +32.3% |
| YTD | +4.2% | -27.3% | +31.5% | +16.1% |
| 1Y | +21.9% | -47.0% | +68.9% | +33.2% |
| All | +21.9% | -46.6% | +68.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling