+144.5%
CL vs AMCR
+106.4%
+38.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -4.8% | -4.1% | -0.7% | -4.2% |
| 3M | +4.9% | +21.7% | -16.8% | +1.3% |
| 6M | -5.7% | +1.5% | -7.2% | -6.3% |
| YTD | +14.4% | +13.1% | +1.3% | +11.5% |
| 1Y | +8.7% | +16.5% | -7.8% | +5.4% |
| 3Y | +30.0% | +10.3% | +19.7% | +26.4% |
| 5Y | +28.4% | -7.7% | +36.0% | +27.6% |
| 10Y | +50.1% | +24.6% | +25.5% | +39.7% |
| All | +144.5% | +106.4% | +38.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling