+146.4%
CCL vs ADM
+6.1%
+140.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +3.1% | -9.0% | +12.1% | +3.8% |
| 30D | +13.7% | -14.0% | +27.7% | +14.8% |
| 3M | +3.8% | -9.2% | +13.0% | +4.2% |
| 6M | +9.3% | -9.2% | +18.4% | +9.3% |
| YTD | -1.1% | +24.2% | -25.3% | -7.0% |
| 1Y | +14.6% | +27.0% | -12.4% | +7.1% |
| 3Y | +146.4% | +6.6% | +139.8% | +131.8% |
| All | +146.4% | +6.1% | +140.3% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling