+17.0%
CCL vs ACM
-46.1%
+63.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.3% |
| 7D | +3.1% | +6.9% | -3.8% | +0.7% |
| 30D | +17.5% | +19.1% | -1.5% | +10.9% |
| 3M | +6.8% | -6.9% | +13.8% | +9.5% |
| 6M | +18.7% | -12.0% | +30.8% | +23.8% |
| YTD | +3.0% | -25.1% | +28.2% | +13.4% |
| All | +17.0% | -46.1% | +63.1% | +23.6% |
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 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