-24.8%
CCL vs SMR
-76.3%
+51.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -5.0% | +4.4% | -9.5% | -5.6% |
| 30D | -20.3% | +3.4% | -23.8% | -20.8% |
| 3M | -15.1% | -19.2% | +4.0% | -13.6% |
| 6M | -15.1% | -22.6% | +7.5% | -14.6% |
| YTD | -21.8% | -31.5% | +9.8% | -21.2% |
| 1Y | -24.8% | -73.1% | +48.3% | -21.5% |
| All | -24.8% | -76.3% | +51.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling