+14.6%
CCL vs S
-52.7%
+67.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +3.1% | -13.4% | +16.6% | +7.5% |
| 30D | +13.7% | -14.0% | +27.7% | +18.3% |
| 3M | +3.8% | +4.9% | -1.1% | +0.2% |
| 6M | +9.3% | +42.0% | -32.7% | -5.3% |
| YTD | -1.1% | +45.1% | -46.2% | -16.2% |
| 1Y | +14.6% | +33.1% | -18.5% | -0.6% |
| 3Y | +146.4% | +40.6% | +105.8% | +102.7% |
| 5Y | +21.9% | -67.5% | +89.3% | +16.3% |
| All | +14.6% | -52.7% | +67.3% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling