-41.0%
CCL vs SBAC
+76.8%
-117.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -20.0% | +3.2% | -23.2% | -20.7% |
| 3M | -13.7% | -5.1% | -8.6% | -12.8% |
| 6M | -9.0% | -2.1% | -6.9% | -9.4% |
| YTD | -22.8% | -0.5% | -22.3% | -23.8% |
| 1Y | -25.3% | +1.1% | -26.4% | -26.6% |
| 3Y | +54.1% | -7.4% | +61.5% | +51.5% |
| 5Y | +3.5% | -44.3% | +47.8% | +17.9% |
| 10Y | -41.0% | +77.6% | -118.6% | -46.0% |
| All | -41.0% | +76.8% | -117.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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