+0.4%
CCL vs AMCR
-9.6%
+10.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.3% | -5.0% | +0.6% | -0.7% |
| 30D | -19.0% | -8.0% | -11.0% | -14.1% |
| 3M | -13.1% | +14.3% | -27.4% | -21.2% |
| 6M | -13.3% | +5.3% | -18.6% | -16.4% |
| YTD | -25.2% | +7.7% | -33.0% | -30.0% |
| 1Y | -27.2% | +10.8% | -38.0% | -33.5% |
| 3Y | +49.2% | +9.6% | +39.6% | +29.0% |
| 5Y | +0.4% | -10.2% | +10.5% | +3.8% |
| All | +0.4% | -9.6% | +10.0% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling