+6.7%
CCL vs SBAC
+2,232.4%
-2,225.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +5.8% | +3.6% | +2.2% | +5.3% |
| 30D | +17.3% | +4.9% | +12.4% | +16.3% |
| 3M | +11.3% | +6.5% | +4.9% | +10.2% |
| 6M | +18.5% | -11.1% | +29.6% | +20.1% |
| YTD | +2.8% | +0.9% | +1.9% | +1.7% |
| 1Y | +16.7% | -1.6% | +18.3% | +16.0% |
| 3Y | +146.0% | -7.0% | +153.0% | +144.2% |
| 5Y | +33.6% | -39.2% | +72.9% | +41.1% |
| 10Y | -29.4% | +111.4% | -140.8% | -38.2% |
| All | +6.7% | +2,232.4% | -2,225.7% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling