+2.7%
CCL vs SBAC
+2,207.9%
-2,205.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +3.1% | +1.2% | +1.9% | +3.0% |
| 30D | +13.7% | +11.2% | +2.5% | +11.8% |
| 3M | +3.8% | +4.5% | -0.6% | +3.0% |
| 6M | +9.3% | -12.2% | +21.4% | +10.9% |
| YTD | -1.1% | -0.1% | -1.0% | -2.0% |
| 1Y | +14.6% | -0.3% | +14.8% | +13.6% |
| 3Y | +146.4% | -8.7% | +155.1% | +145.2% |
| 5Y | +21.9% | -40.2% | +62.0% | +28.9% |
| 10Y | -29.4% | +97.3% | -126.8% | -37.6% |
| All | +2.7% | +2,207.9% | -2,205.2% | -38.1% |
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