-34.0%
CCL vs SAN
+270.1%
-304.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.9% |
| 7D | -1.2% | +4.0% | -5.2% | -4.4% |
| 30D | +13.1% | -7.8% | +20.9% | +20.3% |
| 3M | +3.4% | -16.4% | +19.7% | +18.5% |
| 6M | +18.7% | +3.5% | +15.2% | +13.7% |
| YTD | -2.3% | +6.7% | -8.9% | -9.3% |
| 1Y | +14.2% | +14.5% | -0.3% | -0.2% |
| 3Y | +133.6% | +243.5% | -109.9% | -25.4% |
| 5Y | +33.5% | +296.2% | -262.7% | -63.8% |
| All | -34.0% | +270.1% | -304.2% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling