+272.7%
CCL vs SAP
+2,233.8%
-1,961.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -20.3% | +9.0% | -29.4% | -22.9% |
| 3M | -15.1% | +14.9% | -30.1% | -19.7% |
| 6M | -15.1% | +11.9% | -27.0% | -19.5% |
| YTD | -21.8% | -9.9% | -11.9% | -20.8% |
| 1Y | -24.8% | -19.5% | -5.2% | -20.8% |
| 3Y | +51.9% | +61.8% | -9.9% | +25.9% |
| 5Y | +4.0% | +56.2% | -52.1% | -11.9% |
| 10Y | -42.2% | +180.6% | -222.8% | -58.2% |
| All | +272.7% | +2,233.8% | -1,961.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling