+1.4%
CCL vs SM
+107.8%
-106.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.3% | +26.3% | -46.7% | -24.2% |
| 3M | -15.1% | +8.7% | -23.8% | -17.6% |
| 6M | -15.1% | +51.7% | -66.8% | -26.2% |
| YTD | -21.8% | +99.0% | -120.8% | -37.8% |
| 1Y | -24.8% | +34.6% | -59.4% | -33.3% |
| 3Y | +51.9% | -7.8% | +59.6% | +41.3% |
| All | +1.4% | +107.8% | -106.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling