-40.4%
CCL vs AME
+428.6%
-468.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +2.8% | -2.9% | -2.9% |
| 30D | -20.0% | -6.3% | -13.7% | -14.6% |
| 3M | -13.7% | +5.4% | -19.0% | -18.4% |
| 6M | -9.0% | +7.4% | -16.5% | -15.0% |
| YTD | -22.8% | +16.2% | -39.0% | -33.4% |
| 1Y | -25.3% | +26.8% | -52.1% | -41.1% |
| 3Y | +54.1% | +57.5% | -3.4% | -3.3% |
| 5Y | +3.5% | +84.8% | -81.4% | -43.9% |
| All | -40.4% | +428.6% | -468.9% | -80.3% |
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