-2.4%
CCL vs SFM
+40.3%
-42.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +13.7% | -24.8% | +38.5% | +17.5% |
| 3M | +3.8% | -43.7% | +47.5% | +11.5% |
| 6M | +9.3% | -37.3% | +46.5% | +15.0% |
| YTD | -1.1% | -38.4% | +37.3% | +3.7% |
| 1Y | +14.6% | -36.9% | +51.5% | +19.7% |
| 3Y | +146.4% | +20.7% | +125.7% | +134.1% |
| 5Y | +21.9% | +103.5% | -81.6% | +6.5% |
| 10Y | -29.4% | +139.7% | -169.2% | -42.3% |
| All | -2.4% | +40.3% | -42.6% | -14.6% |
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