+22.8%
CCL vs SM
-11.5%
+34.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.1% | -25.9% | +29.0% | +7.8% |
| 30D | +13.7% | -15.1% | +28.8% | +15.8% |
| 3M | +3.8% | +4.9% | -1.1% | +0.8% |
| 6M | +9.3% | +6.1% | +3.1% | +3.7% |
| YTD | -1.1% | +63.4% | -64.5% | -19.7% |
| 1Y | +14.6% | +72.5% | -57.9% | -9.0% |
| 3Y | +146.4% | -16.9% | +163.3% | +128.7% |
| All | +22.8% | -11.5% | +34.4% | +6.8% |
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 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