-22.8%
CCL vs SFM
+132.6%
-155.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.3% |
| 7D | -5.0% | -0.1% | -5.0% | -5.1% |
| 30D | -20.3% | -4.4% | -16.0% | -19.9% |
| 3M | -15.1% | +1.5% | -16.7% | -15.7% |
| 6M | -15.1% | +6.5% | -21.6% | -16.8% |
| YTD | -21.8% | +2.2% | -24.0% | -23.0% |
| 1Y | -24.8% | -41.9% | +17.1% | -19.7% |
| 3Y | +51.9% | +106.8% | -54.9% | +34.9% |
| 5Y | +4.0% | +231.6% | -227.5% | -14.5% |
| 10Y | -42.2% | +258.4% | -300.7% | -55.2% |
| All | -22.8% | +132.6% | -155.4% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling