+62.2%
CCL vs AGI
+4,206.7%
-4,144.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.2% | -10.1% | +8.9% | -0.9% |
| 30D | +13.1% | -6.5% | +19.7% | +13.3% |
| 3M | +3.4% | -12.8% | +16.2% | +3.7% |
| 6M | +18.7% | -34.3% | +53.0% | +19.8% |
| YTD | -2.3% | -25.6% | +23.4% | -1.7% |
| 1Y | +14.2% | -14.2% | +28.4% | +14.6% |
| 3Y | +133.6% | +127.3% | +6.3% | +129.5% |
| 5Y | +33.5% | +241.8% | -208.3% | +30.1% |
| 10Y | -32.8% | +381.8% | -414.6% | -34.9% |
| All | +62.2% | +4,206.7% | -4,144.5% | +50.4% |
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