+29.8%
CCL vs AGI
+5,459.2%
-5,429.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | -20.3% | +18.2% | -38.6% | -20.7% |
| 3M | -15.1% | -4.1% | -11.0% | -15.1% |
| 6M | -15.1% | -28.7% | +13.6% | -14.6% |
| YTD | -21.8% | -4.0% | -17.8% | -21.8% |
| 1Y | -24.8% | +17.4% | -42.2% | -25.1% |
| 3Y | +51.9% | +203.0% | -151.2% | +48.2% |
| 5Y | +4.0% | +376.7% | -372.6% | +0.7% |
| 10Y | -42.2% | +407.5% | -449.7% | -44.2% |
| All | +29.8% | +5,459.2% | -5,429.4% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling