-50.3%
CCL vs SE
+358.6%
-408.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -0.3% | -1.5% | +1.1% | 0.0% |
| 30D | +10.3% | -22.3% | +32.6% | +17.6% |
| 3M | +6.6% | -41.8% | +48.4% | +22.3% |
| 6M | +20.0% | -22.4% | +42.4% | +26.6% |
| YTD | -1.9% | -41.6% | +39.7% | +10.3% |
| 1Y | +10.4% | -48.0% | +58.5% | +27.6% |
| 3Y | +134.8% | +63.9% | +71.0% | +94.8% |
| 5Y | +34.0% | -78.2% | +112.2% | +53.2% |
| All | -50.3% | +358.6% | -408.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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