-6.6%
CCL vs AG
+284.3%
-290.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -1.5% | -4.0% | +2.5% | -1.1% |
| 30D | +16.5% | -13.1% | +29.5% | +18.2% |
| 3M | +11.2% | -22.0% | +33.2% | +13.8% |
| 6M | +22.6% | -37.3% | +59.8% | +27.9% |
| YTD | +2.6% | -11.2% | +13.8% | +2.1% |
| 1Y | +17.0% | +23.9% | -7.0% | +12.2% |
| 3Y | +145.5% | +225.1% | -79.6% | +106.1% |
| 5Y | +36.1% | +7.7% | +28.4% | +24.2% |
| 10Y | -29.4% | +86.9% | -116.3% | -41.7% |
| All | -6.6% | +284.3% | -290.9% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling