+430.7%
CCL vs SM
+1,608.3%
-1,177.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | -15.1% | +8.7% | -23.8% | -17.9% |
| 6M | -15.1% | +51.7% | -66.8% | -25.0% |
| YTD | -21.8% | +99.0% | -120.8% | -35.3% |
| 1Y | -24.8% | +34.6% | -59.4% | -32.8% |
| 3Y | +51.9% | -7.8% | +59.6% | +42.6% |
| 5Y | +4.0% | +104.8% | -100.7% | -20.5% |
| 10Y | -42.2% | +7.2% | -49.5% | -66.9% |
| All | +430.7% | +1,608.3% | -1,177.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling