+1,047.9%
CCL vs AME
+18,019.4%
-16,971.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.8% |
| 7D | +3.1% | -5.2% | +8.3% | +5.6% |
| 30D | +13.7% | -8.0% | +21.7% | +18.2% |
| 3M | +3.8% | -8.9% | +12.7% | +8.4% |
| 6M | +9.3% | -5.0% | +14.2% | +11.8% |
| YTD | -1.1% | +11.9% | -13.0% | -6.2% |
| 1Y | +14.6% | +16.6% | -2.1% | +6.5% |
| 3Y | +146.4% | +62.5% | +83.9% | +96.1% |
| 5Y | +21.9% | +67.6% | -45.7% | -2.4% |
| 10Y | -29.4% | +450.4% | -479.8% | -63.8% |
| All | +1,047.9% | +18,019.4% | -16,971.4% | +153.4% |
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