-25.3%
CCL vs AME
+27.2%
-52.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +2.8% | -2.9% | -3.1% |
| 30D | -20.0% | -6.3% | -13.7% | -14.2% |
| 3M | -13.7% | +5.4% | -19.0% | -19.4% |
| 6M | -9.0% | +7.4% | -16.5% | -17.0% |
| YTD | -22.8% | +16.2% | -39.0% | -33.8% |
| All | -25.3% | +27.2% | -52.5% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling