-29.4%
CCL vs AME
+438.4%
-467.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.8% | -4.1% | +9.9% | +9.7% |
| 30D | +17.3% | -4.1% | +21.4% | +21.1% |
| 3M | +11.3% | -5.6% | +17.0% | +16.4% |
| 6M | +18.5% | +2.8% | +15.6% | +13.2% |
| YTD | +2.8% | +16.6% | -13.8% | -12.9% |
| 1Y | +16.7% | +21.1% | -4.3% | -4.6% |
| 3Y | +146.0% | +61.1% | +84.9% | +48.0% |
| 5Y | +33.6% | +76.6% | -42.9% | -25.5% |
| 10Y | -29.4% | +431.3% | -460.8% | -77.0% |
| All | -29.4% | +438.4% | -467.8% | -77.0% |
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