-44.8%
CCL vs SITM
+4,507.3%
-4,552.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -0.1% | +8.4% | -8.5% | -2.4% |
| 30D | -20.0% | -17.4% | -2.6% | -16.0% |
| 3M | -13.7% | -9.8% | -3.8% | -14.2% |
| 6M | -9.0% | +83.0% | -92.0% | -29.0% |
| YTD | -22.8% | +69.6% | -92.4% | -39.6% |
| 1Y | -25.3% | +144.9% | -170.2% | -49.2% |
| 3Y | +54.1% | +429.9% | -375.8% | -27.7% |
| 5Y | +3.5% | +169.2% | -165.7% | -47.2% |
| All | -44.8% | +4,507.3% | -4,552.1% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling