-29.4%
CCL vs ACM
+130.8%
-160.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | -1.5% | +3.0% | -4.6% | -4.0% |
| 30D | +16.5% | +19.7% | -3.2% | -0.3% |
| 3M | +11.2% | +5.3% | +5.9% | +4.3% |
| 6M | +22.6% | -10.8% | +33.4% | +30.4% |
| YTD | +2.6% | -25.1% | +27.7% | +26.2% |
| 1Y | +17.0% | -45.8% | +62.7% | +91.0% |
| 3Y | +145.5% | -9.4% | +154.9% | +141.4% |
| 5Y | +36.1% | +4.8% | +31.3% | +18.8% |
| 10Y | -29.4% | +129.8% | -159.2% | -65.6% |
| All | -29.4% | +130.8% | -160.3% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling