-10.0%
CCL vs AG
+294.5%
-304.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +3.1% | +6.3% | -3.2% | +2.5% |
| 30D | +13.7% | -8.9% | +22.6% | +14.8% |
| 3M | +3.8% | -12.2% | +16.0% | +4.9% |
| 6M | +9.3% | -28.3% | +37.6% | +12.3% |
| YTD | -1.1% | -8.8% | +7.7% | -1.8% |
| 1Y | +14.6% | +39.4% | -24.8% | +8.5% |
| 3Y | +146.4% | +229.4% | -83.0% | +106.6% |
| 5Y | +21.9% | +14.5% | +7.3% | +10.6% |
| 10Y | -29.4% | +82.7% | -112.2% | -41.7% |
| All | -10.0% | +294.5% | -304.4% | -53.8% |
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