+1.4%
CCL vs SE
-68.6%
+70.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -5.0% | -6.1% | +1.0% | -3.1% |
| 30D | -20.3% | -2.5% | -17.9% | -20.2% |
| 3M | -15.1% | +21.7% | -36.9% | -21.1% |
| 6M | -15.1% | +27.0% | -42.1% | -22.7% |
| YTD | -21.8% | -12.1% | -9.6% | -20.5% |
| 1Y | -24.8% | -40.9% | +16.1% | -13.8% |
| 3Y | +51.9% | +191.0% | -139.1% | -1.7% |
| All | +1.4% | -68.6% | +70.0% | -3.3% |
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