+1.4%
CCL vs S
-71.4%
+72.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.0% | -7.7% | +2.7% | -2.7% |
| 30D | -20.3% | -5.3% | -15.0% | -19.6% |
| 3M | -15.1% | +20.3% | -35.4% | -21.3% |
| 6M | -15.1% | +47.4% | -62.5% | -27.9% |
| YTD | -21.8% | +32.5% | -54.3% | -31.4% |
| 1Y | -24.8% | +9.5% | -34.3% | -30.0% |
| 3Y | +51.9% | +15.5% | +36.3% | +32.6% |
| All | +1.4% | -71.4% | +72.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling