-41.0%
CCL vs ACM
+128.0%
-169.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.6% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -20.0% | -12.9% | -7.1% | -11.6% |
| 3M | -13.7% | -6.4% | -7.3% | -10.7% |
| 6M | -9.0% | -29.2% | +20.2% | +19.2% |
| YTD | -22.8% | -29.9% | +7.1% | +0.5% |
| 1Y | -25.3% | -47.3% | +22.0% | +23.0% |
| 3Y | +54.1% | -19.6% | +73.7% | +70.1% |
| 5Y | +3.5% | +5.5% | -2.0% | -9.7% |
| 10Y | -41.0% | +129.7% | -170.7% | -68.2% |
| All | -41.0% | +128.0% | -169.0% | -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