-42.6%
CCL vs AGI
+392.3%
-435.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -3.2% |
| 30D | -17.8% | +7.2% | -25.0% | -18.0% |
| 3M | -18.7% | +4.3% | -22.9% | -18.8% |
| 6M | -11.4% | -27.1% | +15.7% | -11.1% |
| YTD | -24.3% | -6.6% | -17.7% | -24.2% |
| 1Y | -28.8% | +9.5% | -38.3% | -28.7% |
| 3Y | +49.3% | +208.4% | -159.1% | +49.0% |
| 5Y | +1.6% | +401.6% | -400.0% | +2.8% |
| All | -42.6% | +392.3% | -435.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling