-24.8%
CCL vs S
+10.1%
-34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.0% | -7.7% | +2.7% | -3.8% |
| 30D | -20.3% | -5.3% | -15.0% | -19.8% |
| 3M | -15.1% | +20.3% | -35.4% | -18.4% |
| 6M | -15.1% | +47.4% | -62.5% | -22.8% |
| YTD | -21.8% | +32.5% | -54.3% | -27.5% |
| 1Y | -24.8% | +9.5% | -34.3% | -26.9% |
| All | -24.8% | +10.1% | -34.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling