-41.7%
CCL vs SAN
+329.5%
-371.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -18.2% | -0.1% | -18.1% | -18.2% |
| 3M | -17.7% | +19.6% | -37.4% | -29.3% |
| 6M | -13.0% | +32.7% | -45.7% | -30.8% |
| YTD | -24.5% | +26.7% | -51.2% | -38.4% |
| 1Y | -26.9% | +51.6% | -78.6% | -49.0% |
| 3Y | +50.8% | +348.7% | -298.0% | -60.4% |
| 5Y | -0.9% | +378.7% | -379.7% | -76.4% |
| 10Y | -41.7% | +336.9% | -378.6% | -86.4% |
| All | -41.7% | +329.5% | -371.2% | -86.4% |
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