-33.8%
CCL vs SM
+18.2%
-52.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.5% | -5.6% |
| 7D | -0.3% | +10.6% | -10.9% | -3.0% |
| 30D | +10.3% | -15.0% | +25.3% | +13.5% |
| 3M | +6.6% | +1.7% | +4.9% | +4.0% |
| 6M | +20.0% | +5.9% | +14.2% | +13.3% |
| YTD | -1.9% | +79.0% | -80.9% | -22.3% |
| 1Y | +10.4% | +84.7% | -74.2% | -13.5% |
| 3Y | +134.8% | -3.5% | +138.3% | +110.2% |
| 5Y | +34.0% | +4.9% | +29.1% | +10.7% |
| All | -33.8% | +18.2% | -52.0% | -76.4% |
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