+47.5%
CCL vs AMCR
+8.2%
+39.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.3% | -5.0% | +0.6% | -1.4% |
| 30D | -19.0% | -8.0% | -11.0% | -14.9% |
| 3M | -13.1% | +14.3% | -27.4% | -19.7% |
| 6M | -13.3% | +5.3% | -18.6% | -16.3% |
| YTD | -25.2% | +7.7% | -33.0% | -29.2% |
| 1Y | -27.2% | +10.8% | -38.0% | -32.1% |
| All | +47.5% | +8.2% | +39.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling