+1,095.7%
CCL vs SAN
+1,772.7%
-677.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +1.2% |
| 7D | +3.1% | +8.7% | -5.7% | -1.0% |
| 30D | +17.5% | -6.5% | +24.0% | +21.1% |
| 3M | +6.8% | -14.2% | +21.0% | +14.5% |
| 6M | +18.7% | +2.7% | +16.0% | +16.8% |
| YTD | +3.0% | +8.9% | -5.8% | -1.3% |
| 1Y | +17.7% | +23.4% | -5.7% | +6.3% |
| 3Y | +155.6% | +257.9% | -102.3% | +36.1% |
| 5Y | +30.2% | +297.8% | -267.6% | -33.6% |
| 10Y | -28.5% | +259.6% | -288.1% | -60.8% |
| All | +1,095.7% | +1,772.7% | -677.0% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling