+9.3%
CCL vs SFM
-37.6%
+46.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.7% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | +13.7% | -24.8% | +38.5% | +13.5% |
| 3M | +3.8% | -43.7% | +47.5% | +3.2% |
| 6M | +9.3% | -37.3% | +46.5% | +9.9% |
| All | +9.3% | -37.6% | +46.9% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling