-34.0%
CCL vs AME
+444.5%
-478.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -1.2% | +5.9% | -7.1% | -6.7% |
| 30D | +13.1% | -1.9% | +15.0% | +14.1% |
| 3M | +3.4% | -5.4% | +8.7% | +7.8% |
| 6M | +18.7% | +4.9% | +13.8% | +11.1% |
| YTD | -2.3% | +18.5% | -20.7% | -18.5% |
| 1Y | +14.2% | +25.5% | -11.3% | -10.0% |
| 3Y | +133.6% | +63.0% | +70.6% | +38.8% |
| 5Y | +33.5% | +78.3% | -44.8% | -26.4% |
| All | -34.0% | +444.5% | -478.5% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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