+49.0%
CCL vs AGI
+214.4%
-165.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | -18.2% | +11.3% | -29.5% | -19.6% |
| 3M | -17.7% | +5.6% | -23.4% | -18.7% |
| 6M | -13.0% | -27.7% | +14.7% | -10.6% |
| YTD | -24.5% | -4.1% | -20.4% | -24.4% |
| 1Y | -26.9% | +13.8% | -40.7% | -28.1% |
| All | +49.0% | +214.4% | -165.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling