+22.8%
CCL vs SE
-78.9%
+101.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.1% | +2.0% | +1.1% | +2.6% |
| 30D | +13.7% | -20.0% | +33.7% | +21.8% |
| 3M | +3.8% | -31.8% | +35.6% | +16.2% |
| 6M | +9.3% | -15.9% | +25.1% | +13.0% |
| YTD | -1.1% | -40.6% | +39.6% | +13.6% |
| 1Y | +14.6% | -50.7% | +65.2% | +38.9% |
| 3Y | +146.4% | +70.3% | +76.1% | +88.8% |
| All | +22.8% | -78.9% | +101.7% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling