-29.4%
CCL vs SM
+4.2%
-33.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.6% |
| 7D | +5.8% | -19.5% | +25.3% | +10.9% |
| 30D | +17.3% | -20.2% | +37.5% | +22.7% |
| 3M | +11.3% | -6.5% | +17.8% | +11.0% |
| 6M | +18.5% | +1.6% | +16.9% | +12.9% |
| YTD | +2.8% | +61.2% | -58.5% | -16.3% |
| 1Y | +16.7% | +65.4% | -48.6% | -6.0% |
| 3Y | +146.0% | -13.0% | +159.1% | +126.3% |
| 5Y | +33.6% | -4.3% | +37.9% | +13.0% |
| 10Y | -29.4% | +3.0% | -32.5% | -74.2% |
| All | -29.4% | +4.2% | -33.6% | -74.2% |
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