+1.4%
CCL vs AG
+64.2%
-62.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -5.0% | +1.0% | -6.1% | -5.2% |
| 30D | -20.3% | +19.2% | -39.5% | -23.1% |
| 3M | -15.1% | +6.2% | -21.3% | -16.8% |
| 6M | -15.1% | -26.7% | +11.6% | -12.0% |
| YTD | -21.8% | +26.1% | -47.9% | -27.3% |
| 1Y | -24.8% | +131.7% | -156.4% | -38.5% |
| 3Y | +51.9% | +255.3% | -203.5% | +6.2% |
| All | +1.4% | +64.2% | -62.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling