-28.1%
CCL vs ACM
+230.8%
-258.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.0% | -3.7% | -1.3% | -2.9% |
| 30D | -20.3% | -11.1% | -9.2% | -15.6% |
| 3M | -15.1% | -8.0% | -7.2% | -12.0% |
| 6M | -15.1% | -29.7% | +14.5% | +2.8% |
| YTD | -21.8% | -29.4% | +7.6% | -6.2% |
| 1Y | -24.8% | -46.4% | +21.6% | +5.0% |
| 3Y | +51.9% | -22.3% | +74.2% | +71.0% |
| 5Y | +4.0% | +4.5% | -0.4% | +1.2% |
| 10Y | -42.2% | +127.6% | -169.9% | -60.0% |
| All | -28.1% | +230.8% | -258.9% | -62.3% |
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