+16.7%
CCL vs SM
+64.7%
-48.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | +0.4% |
| 7D | +5.8% | -19.5% | +25.3% | -2.5% |
| 30D | +17.3% | -20.2% | +37.5% | +8.0% |
| 3M | +11.3% | -6.5% | +17.8% | +10.7% |
| 6M | +18.5% | +1.6% | +16.9% | +25.2% |
| YTD | +2.8% | +61.2% | -58.5% | +15.6% |
| 1Y | +16.7% | +65.4% | -48.6% | +29.8% |
| All | +16.7% | +64.7% | -48.0% | +29.8% |
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