-34.0%
CCL vs AG
+76.0%
-110.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | -1.2% | -10.0% | +8.8% | +0.4% |
| 30D | +13.1% | -10.5% | +23.6% | +15.0% |
| 3M | +3.4% | -27.3% | +30.6% | +7.8% |
| 6M | +18.7% | -43.0% | +61.7% | +27.4% |
| YTD | -2.3% | -17.9% | +15.7% | -1.9% |
| 1Y | +14.2% | +11.9% | +2.3% | +9.3% |
| 3Y | +133.6% | +201.8% | -68.2% | +84.0% |
| 5Y | +33.5% | -0.1% | +33.6% | +17.9% |
| All | -34.0% | +76.0% | -110.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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