-41.0%
CCL vs SIMO
+515.6%
-556.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -2.8% |
| 7D | -0.1% | +14.6% | -14.7% | -3.6% |
| 30D | -20.0% | +6.2% | -26.2% | -21.8% |
| 3M | -13.7% | +3.6% | -17.2% | -17.4% |
| 6M | -9.0% | +130.8% | -139.8% | -34.4% |
| YTD | -22.8% | +195.8% | -218.6% | -49.7% |
| 1Y | -25.3% | +225.0% | -250.3% | -53.3% |
| 3Y | +54.1% | +452.3% | -398.2% | -21.3% |
| 5Y | +3.5% | +303.6% | -300.1% | -44.2% |
| 10Y | -41.0% | +528.8% | -569.8% | -75.7% |
| All | -41.0% | +515.6% | -556.7% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling