-9.1%
CCL vs ACM
+233.3%
-242.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +3.1% | +5.4% | -2.2% | +0.1% |
| 30D | +13.7% | +15.1% | -1.4% | +4.8% |
| 3M | +3.8% | -10.5% | +14.3% | +9.4% |
| 6M | +9.3% | -19.7% | +29.0% | +21.8% |
| YTD | -1.1% | -28.8% | +27.7% | +17.9% |
| 1Y | +14.6% | -47.9% | +62.4% | +62.6% |
| 3Y | +146.4% | -12.4% | +158.8% | +157.6% |
| 5Y | +21.9% | +0.6% | +21.3% | +21.1% |
| 10Y | -29.4% | +161.3% | -190.7% | -53.9% |
| All | -9.1% | +233.3% | -242.4% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling