-42.6%
CCL vs AMCR
+14.6%
-57.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.4% |
| 7D | -3.2% | -6.3% | +3.0% | +1.5% |
| 30D | -17.8% | -7.8% | -10.0% | -12.8% |
| 3M | -18.7% | +7.5% | -26.2% | -23.2% |
| 6M | -11.4% | +2.7% | -14.1% | -12.8% |
| YTD | -24.3% | +6.0% | -30.3% | -28.3% |
| 1Y | -28.8% | +7.8% | -36.6% | -33.7% |
| 3Y | +49.3% | +5.8% | +43.5% | +35.3% |
| 5Y | +1.6% | -11.6% | +13.2% | +7.0% |
| All | -42.6% | +14.6% | -57.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling