-41.0%
CCL vs AG
+57.4%
-98.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.1% | +4.5% | -4.6% | -0.8% |
| 30D | -20.0% | +12.9% | -32.8% | -21.6% |
| 3M | -13.7% | +20.9% | -34.6% | -16.4% |
| 6M | -9.0% | -19.5% | +10.5% | -7.4% |
| YTD | -22.8% | +24.8% | -47.6% | -26.8% |
| 1Y | -25.3% | +120.2% | -145.5% | -35.3% |
| 3Y | +54.1% | +279.0% | -224.9% | +18.2% |
| 5Y | +3.5% | +67.9% | -64.4% | -14.3% |
| 10Y | -41.0% | +57.5% | -98.5% | -54.3% |
| All | -41.0% | +57.4% | -98.4% | -54.3% |
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