+24.6%
CCL vs AMRZ
-19.3%
+43.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.4% | -3.2% |
| 7D | -0.3% | -4.0% | +3.7% | +2.2% |
| 30D | +10.3% | +12.4% | -2.1% | +3.4% |
| 3M | +6.6% | -11.5% | +18.1% | +14.6% |
| 6M | +20.0% | -21.6% | +41.6% | +37.6% |
| YTD | -1.9% | -23.4% | +21.5% | +14.7% |
| 1Y | +10.4% | -17.2% | +27.6% | +25.4% |
| All | +24.6% | -19.3% | +43.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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