-5.4%
CCL vs AMCR
+96.6%
-102.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.9% |
| 30D | -20.0% | -6.0% | -13.9% | -17.1% |
| 3M | -13.7% | +18.9% | -32.6% | -21.8% |
| 6M | -9.0% | +5.7% | -14.7% | -11.5% |
| YTD | -22.8% | +11.1% | -33.9% | -27.6% |
| 1Y | -25.3% | +12.7% | -38.0% | -30.7% |
| 3Y | +54.1% | +9.6% | +44.5% | +42.0% |
| 5Y | +3.5% | -10.3% | +13.8% | +8.1% |
| 10Y | -41.0% | +16.5% | -57.5% | -47.6% |
| All | -5.4% | +96.6% | -102.1% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling