-33.8%
CCL vs ACM
+131.3%
-165.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | -0.3% | +5.1% | -5.4% | -4.7% |
| 30D | +10.3% | +18.7% | -8.3% | -5.1% |
| 3M | +6.6% | +15.5% | -8.9% | -7.5% |
| 6M | +20.0% | +1.2% | +18.8% | +14.9% |
| YTD | -1.9% | -25.2% | +23.3% | +21.4% |
| 1Y | +10.4% | -46.3% | +56.7% | +83.8% |
| 3Y | +134.8% | -9.6% | +144.4% | +130.4% |
| 5Y | +34.0% | +4.4% | +29.6% | +16.3% |
| All | -33.8% | +131.3% | -165.1% | -68.2% |
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 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