+807.8%
CCL vs AME
+18,709.1%
-17,901.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -5.0% | +0.6% | -5.7% | -5.3% |
| 30D | -20.3% | -6.7% | -13.7% | -17.5% |
| 3M | -15.1% | +4.1% | -19.2% | -16.8% |
| 6M | -15.1% | +1.6% | -16.7% | -15.2% |
| YTD | -21.8% | +16.1% | -37.9% | -26.9% |
| 1Y | -24.8% | +27.3% | -52.1% | -32.8% |
| 3Y | +51.9% | +50.9% | +1.0% | +25.8% |
| 5Y | +4.0% | +81.4% | -77.3% | -19.5% |
| 10Y | -42.2% | +417.0% | -459.2% | -69.6% |
| All | +807.8% | +18,709.1% | -17,901.3% | +97.5% |
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