-30.0%
CCL vs SITM
+3,319.5%
-3,349.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.2% | +1.1% |
| 7D | -1.2% | +6.6% | -7.8% | -3.1% |
| 30D | +13.1% | -15.3% | +28.4% | +16.5% |
| 3M | +3.4% | -35.4% | +38.8% | +13.1% |
| 6M | +18.7% | -46.8% | +65.5% | +32.6% |
| YTD | -2.3% | +25.9% | -28.1% | -19.0% |
| 1Y | +14.2% | +54.0% | -39.8% | -11.6% |
| 3Y | +133.6% | +315.6% | -182.0% | +14.1% |
| 5Y | +33.5% | +74.4% | -40.9% | -24.0% |
| All | -30.0% | +3,319.5% | -3,349.6% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling