-34.0%
CCL vs AEM
+412.5%
-446.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | -6.8% | +5.7% | -0.7% |
| 30D | +13.1% | +0.8% | +12.3% | +13.0% |
| 3M | +3.4% | -0.8% | +4.2% | +3.3% |
| 6M | +18.7% | -8.5% | +27.2% | +18.9% |
| YTD | -2.3% | +5.9% | -8.2% | -2.6% |
| 1Y | +14.2% | +6.6% | +7.6% | +13.7% |
| 3Y | +133.6% | +302.2% | -168.6% | +122.3% |
| 5Y | +33.5% | +250.8% | -217.3% | +25.8% |
| All | -34.0% | +412.5% | -446.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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