-2.6%
CCL vs AMC
-97.7%
+95.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.2% |
| 7D | +2.6% | +2.6% | 0.0% | +2.3% |
| 30D | +13.1% | +9.0% | +4.1% | +12.1% |
| 3M | +3.3% | +22.2% | -18.9% | +0.7% |
| 6M | +8.7% | +91.5% | -82.8% | -0.6% |
| YTD | -1.6% | +101.3% | -102.9% | -11.0% |
| 1Y | +14.0% | +20.8% | -6.8% | +8.4% |
| 3Y | +145.1% | -71.3% | +216.5% | +153.7% |
| 5Y | +21.2% | -99.2% | +120.5% | +62.0% |
| 10Y | -29.8% | -98.7% | +68.9% | -43.7% |
| All | -2.6% | -97.7% | +95.1% | -33.8% |
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