+49.0%
CCL vs SITM
+412.8%
-363.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.8% |
| 7D | -4.4% | +3.7% | -8.1% | -5.1% |
| 30D | -18.2% | -14.5% | -3.7% | -15.8% |
| 3M | -17.7% | -10.6% | -7.1% | -17.7% |
| 6M | -13.0% | +65.5% | -78.5% | -27.1% |
| YTD | -24.5% | +67.0% | -91.5% | -37.9% |
| 1Y | -26.9% | +138.6% | -165.5% | -46.5% |
| All | +49.0% | +412.8% | -363.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling