-25.3%
CCL vs S
+4.5%
-29.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.9% |
| 7D | -0.1% | -5.8% | +5.7% | +0.8% |
| 30D | -20.0% | -9.2% | -10.8% | -18.9% |
| 3M | -13.7% | +23.4% | -37.0% | -17.4% |
| 6M | -9.0% | +36.9% | -45.9% | -15.9% |
| YTD | -22.8% | +29.5% | -52.3% | -28.3% |
| 1Y | -25.3% | +5.4% | -30.7% | -26.5% |
| All | -25.3% | +4.5% | -29.8% | -26.5% |
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