+49.0%
CCL vs AEM
+344.0%
-295.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | -18.2% | +12.5% | -30.7% | -20.0% |
| 3M | -17.7% | +26.9% | -44.7% | -21.3% |
| 6M | -13.0% | -9.4% | -3.6% | -13.3% |
| YTD | -24.5% | +20.3% | -44.7% | -26.6% |
| 1Y | -26.9% | +33.8% | -60.7% | -29.8% |
| All | +49.0% | +344.0% | -295.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling