+17.0%
CCL vs SFM
-37.1%
+54.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +3.1% | -10.2% | +13.3% | +3.3% |
| 30D | +17.5% | -23.9% | +41.4% | +17.4% |
| 3M | +6.8% | -42.3% | +49.1% | +6.6% |
| 6M | +18.7% | -40.1% | +58.9% | +18.4% |
| YTD | +3.0% | -37.8% | +40.8% | +4.6% |
| All | +17.0% | -37.1% | +54.1% | +16.8% |
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