+21.9%
CCL vs SFM
-35.8%
+57.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.6% | +7.2% |
| 7D | +11.6% | -12.3% | +23.9% | +11.1% |
| 30D | +22.5% | -16.2% | +38.7% | +22.0% |
| 3M | +6.4% | -36.8% | +43.2% | +5.7% |
| 6M | +23.4% | -32.6% | +56.0% | +22.7% |
| YTD | +4.2% | -31.7% | +35.9% | +5.1% |
| 1Y | +21.9% | -35.0% | +56.9% | +24.2% |
| All | +21.9% | -35.8% | +57.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling