+146.4%
CCL vs SAN
+235.5%
-89.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.8% |
| 7D | +3.1% | +4.9% | -1.8% | +0.3% |
| 30D | +13.7% | -13.0% | +26.7% | +23.2% |
| 3M | +3.8% | -18.9% | +22.7% | +17.1% |
| 6M | +9.3% | -4.1% | +13.4% | +11.0% |
| YTD | -1.1% | +2.6% | -3.7% | -3.4% |
| 1Y | +14.6% | +16.9% | -2.4% | +4.6% |
| 3Y | +146.4% | +239.1% | -92.7% | +40.4% |
| All | +146.4% | +235.5% | -89.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling