-47.8%
CCL vs SE
+379.8%
-427.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.4% |
| 7D | +3.1% | +3.3% | -0.2% | +2.3% |
| 30D | +17.5% | -18.2% | +35.7% | +23.6% |
| 3M | +6.8% | -31.3% | +38.1% | +16.9% |
| 6M | +18.7% | -10.1% | +28.8% | +20.1% |
| YTD | +3.0% | -38.9% | +41.9% | +14.5% |
| 1Y | +17.7% | -48.0% | +65.7% | +35.8% |
| 3Y | +155.6% | +78.8% | +76.8% | +107.4% |
| 5Y | +30.2% | -77.1% | +107.3% | +47.1% |
| All | -47.8% | +379.8% | -427.5% | -66.7% |
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