+56.1%
CCL vs AG
+274.2%
-218.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -5.0% | +1.0% | -6.1% | -5.2% |
| 30D | -20.3% | +19.2% | -39.5% | -22.6% |
| 3M | -15.1% | +6.2% | -21.3% | -16.6% |
| 6M | -15.1% | -26.7% | +11.6% | -13.2% |
| YTD | -21.8% | +26.1% | -47.9% | -25.8% |
| 1Y | -24.8% | +131.7% | -156.4% | -34.8% |
| All | +56.1% | +274.2% | -218.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling