-41.0%
CCL vs SM
+12.3%
-53.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.2% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -20.0% | +31.5% | -51.5% | -25.7% |
| 3M | -13.7% | +17.3% | -31.0% | -18.8% |
| 6M | -9.0% | +48.5% | -57.5% | -21.6% |
| YTD | -22.8% | +106.3% | -129.1% | -39.8% |
| 1Y | -25.3% | +47.3% | -72.6% | -36.7% |
| 3Y | +54.1% | -1.4% | +55.5% | +39.4% |
| 5Y | +3.5% | +114.0% | -110.6% | -28.3% |
| 10Y | -41.0% | +12.5% | -53.5% | -79.1% |
| All | -41.0% | +12.3% | -53.4% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling