+21.9%
CCL vs SM
+70.4%
-48.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.3% | +22.6% | +0.9% |
| 7D | +11.6% | -21.5% | +33.1% | +1.9% |
| 30D | +22.5% | -11.4% | +33.9% | +17.9% |
| 3M | +6.4% | +0.6% | +5.8% | +9.5% |
| 6M | +23.4% | +0.2% | +23.2% | +30.3% |
| YTD | +4.2% | +69.7% | -65.5% | +20.6% |
| 1Y | +21.9% | +71.6% | -49.7% | +40.1% |
| All | +21.9% | +70.4% | -48.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling