-28.8%
CCL vs AG
+445.6%
-474.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -5.0% | +1.0% | -6.1% | -5.2% |
| 30D | -20.3% | +19.2% | -39.5% | -22.0% |
| 3M | -15.1% | +6.2% | -21.3% | -16.1% |
| 6M | -15.1% | -26.7% | +11.6% | -13.1% |
| YTD | -21.8% | +26.1% | -47.9% | -24.9% |
| 1Y | -24.8% | +131.7% | -156.4% | -32.8% |
| 3Y | +51.9% | +255.3% | -203.5% | +25.7% |
| 5Y | +4.0% | +61.9% | -57.9% | -9.0% |
| 10Y | -42.2% | +72.0% | -114.3% | -52.6% |
| All | -28.8% | +445.6% | -474.4% | -64.7% |
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