+146.4%
CCL vs AME
+62.2%
+84.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -1.8% |
| 7D | +3.1% | -5.2% | +8.3% | +7.4% |
| 30D | +13.7% | -8.0% | +21.7% | +21.6% |
| 3M | +3.8% | -8.9% | +12.7% | +11.8% |
| 6M | +9.3% | -5.0% | +14.2% | +12.6% |
| YTD | -1.1% | +11.9% | -13.0% | -12.4% |
| 1Y | +14.6% | +16.6% | -2.1% | -2.1% |
| 3Y | +146.4% | +62.5% | +83.9% | +52.6% |
| All | +146.4% | +62.2% | +84.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling