+1,090.6%
CCL vs AME
+18,892.6%
-17,802.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | +16.5% | -4.1% | +20.5% | +18.5% |
| 3M | +11.2% | -6.3% | +17.5% | +14.5% |
| 6M | +22.6% | +3.5% | +19.0% | +20.0% |
| YTD | +2.6% | +17.3% | -14.7% | -5.0% |
| 1Y | +17.0% | +22.0% | -5.1% | +6.3% |
| 3Y | +145.5% | +62.0% | +83.5% | +95.4% |
| 5Y | +36.1% | +78.5% | -42.4% | +5.7% |
| 10Y | -29.4% | +441.6% | -471.1% | -63.7% |
| All | +1,090.6% | +18,892.6% | -17,802.0% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling