+3.5%
CCL vs SAN
+381.9%
-378.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -0.1% | +3.3% | -3.5% | -2.5% |
| 30D | -20.0% | +1.1% | -21.1% | -20.6% |
| 3M | -13.7% | +22.2% | -35.9% | -25.4% |
| 6M | -9.0% | +36.0% | -45.0% | -26.4% |
| YTD | -22.8% | +28.2% | -51.1% | -35.6% |
| 1Y | -25.3% | +54.1% | -79.4% | -45.5% |
| 3Y | +54.1% | +354.2% | -300.2% | -51.0% |
| 5Y | +3.5% | +387.3% | -383.8% | -70.6% |
| All | +3.5% | +381.9% | -378.5% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling