-60.3%
CCL vs SE
+589.8%
-650.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -5.0% | -6.1% | +1.0% | -3.5% |
| 30D | -20.3% | -2.5% | -17.9% | -20.2% |
| 3M | -15.1% | +21.7% | -36.9% | -20.0% |
| 6M | -15.1% | +27.0% | -42.1% | -21.3% |
| YTD | -21.8% | -12.1% | -9.6% | -20.7% |
| 1Y | -24.8% | -40.9% | +16.1% | -16.0% |
| 3Y | +51.9% | +191.0% | -139.1% | +8.5% |
| 5Y | +4.0% | -68.3% | +72.3% | +7.6% |
| All | -60.3% | +589.8% | -650.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling