+1.3%
CCL vs SFM
+44.5%
-43.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -1.5% | -7.1% | +5.5% | -0.5% |
| 30D | +16.5% | -21.4% | +37.9% | +19.6% |
| 3M | +11.2% | -40.1% | +51.3% | +18.4% |
| 6M | +22.6% | -38.0% | +60.6% | +29.3% |
| YTD | +2.6% | -36.5% | +39.1% | +7.1% |
| 1Y | +17.0% | -35.2% | +52.1% | +21.7% |
| 3Y | +145.5% | +23.5% | +122.1% | +132.6% |
| 5Y | +36.1% | +109.7% | -73.6% | +18.4% |
| 10Y | -29.4% | +132.6% | -162.0% | -42.1% |
| All | +1.3% | +44.5% | -43.2% | -11.7% |
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