+54.1%
CCL vs SM
-2.8%
+56.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.5% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -20.0% | +31.5% | -51.5% | -21.5% |
| 3M | -13.7% | +17.3% | -31.0% | -14.8% |
| 6M | -9.0% | +48.5% | -57.5% | -15.6% |
| YTD | -22.8% | +106.3% | -129.1% | -34.7% |
| 1Y | -25.3% | +47.3% | -72.6% | -31.0% |
| 3Y | +54.1% | -1.4% | +55.5% | +43.7% |
| All | +54.1% | -2.8% | +56.8% | +43.7% |
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