-41.0%
CCL vs SAP
+173.6%
-214.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.2% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -20.0% | +2.6% | -22.6% | -21.8% |
| 3M | -13.7% | +16.3% | -29.9% | -23.6% |
| 6M | -9.0% | +6.4% | -15.4% | -15.6% |
| YTD | -22.8% | -11.4% | -11.4% | -20.1% |
| 1Y | -25.3% | -20.4% | -4.9% | -16.3% |
| 3Y | +54.1% | +56.5% | -2.4% | -2.5% |
| 5Y | +3.5% | +56.8% | -53.3% | -36.0% |
| 10Y | -41.0% | +176.2% | -217.2% | -75.3% |
| All | -41.0% | +173.6% | -214.7% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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