+133.6%
CCL vs SM
-3.9%
+137.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.2% | +9.4% | -10.6% | -1.5% |
| 30D | +13.1% | -14.4% | +27.5% | +13.5% |
| 3M | +3.4% | +1.6% | +1.8% | +2.3% |
| 6M | +18.7% | +6.3% | +12.4% | +16.1% |
| YTD | -2.3% | +78.8% | -81.0% | -18.3% |
| 1Y | +14.2% | +83.1% | -68.9% | -5.6% |
| 3Y | +133.6% | -5.9% | +139.5% | +114.9% |
| All | +133.6% | -3.9% | +137.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling