-22.6%
CCL vs AMC
-98.1%
+75.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.3% |
| 7D | -5.0% | +2.3% | -7.4% | -5.3% |
| 30D | -20.3% | -0.7% | -19.6% | -20.4% |
| 3M | -15.1% | +35.2% | -50.3% | -18.9% |
| 6M | -15.1% | +124.6% | -139.7% | -23.6% |
| YTD | -21.8% | +69.9% | -91.7% | -27.8% |
| 1Y | -24.8% | -2.6% | -22.2% | -26.7% |
| 3Y | +51.9% | -79.8% | +131.6% | +60.8% |
| 5Y | +4.0% | -99.4% | +103.4% | +42.3% |
| 10Y | -42.2% | -98.9% | +56.7% | -53.0% |
| All | -22.6% | -98.1% | +75.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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