+807.8%
CCL vs SAN
+2,116.5%
-1,308.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -5.0% | +1.8% | -6.8% | -5.9% |
| 30D | -20.3% | +2.0% | -22.3% | -21.1% |
| 3M | -15.1% | +19.7% | -34.9% | -22.2% |
| 6M | -15.1% | +30.6% | -45.7% | -24.8% |
| YTD | -21.8% | +28.8% | -50.6% | -30.6% |
| 1Y | -24.8% | +57.8% | -82.6% | -39.6% |
| 3Y | +51.9% | +338.1% | -286.3% | -26.3% |
| 5Y | +4.0% | +384.2% | -380.2% | -51.6% |
| 10Y | -42.2% | +353.1% | -395.4% | -71.5% |
| All | +807.8% | +2,116.5% | -1,308.7% | +139.0% |
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