-40.4%
CCL vs SFM
+296.2%
-336.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.4% |
| 7D | -0.1% | -5.8% | +5.7% | +0.7% |
| 30D | -20.0% | -11.4% | -8.6% | -18.6% |
| 3M | -13.7% | -12.2% | -1.5% | -12.3% |
| 6M | -9.0% | -5.2% | -3.9% | -9.3% |
| YTD | -22.8% | -4.5% | -18.3% | -23.3% |
| 1Y | -25.3% | -45.4% | +20.1% | -19.2% |
| 3Y | +54.1% | +91.1% | -37.0% | +38.0% |
| 5Y | +3.5% | +226.8% | -223.3% | -15.1% |
| All | -40.4% | +296.2% | -336.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling