+133.6%
CCL vs SE
+65.6%
+67.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +13.1% | -20.9% | +34.1% | +20.0% |
| 3M | +3.4% | -38.9% | +42.3% | +17.3% |
| 6M | +18.7% | -19.4% | +38.1% | +23.8% |
| YTD | -2.3% | -40.9% | +38.7% | +9.2% |
| 1Y | +14.2% | -46.2% | +60.4% | +30.3% |
| 3Y | +133.6% | +63.7% | +69.9% | +132.4% |
| All | +133.6% | +65.6% | +67.9% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling