+58.3%
CCL vs SMR
-53.6%
+111.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | -1.2% | -8.3% | +7.1% | -0.1% |
| 30D | +13.1% | -20.1% | +33.2% | +15.9% |
| 3M | +3.4% | -52.7% | +56.1% | +12.1% |
| 6M | +18.7% | -61.0% | +79.7% | +30.6% |
| YTD | -2.3% | -67.1% | +64.9% | +7.9% |
| 1Y | +14.2% | -79.9% | +94.1% | +32.6% |
| 3Y | +133.6% | +101.7% | +31.8% | +51.9% |
| All | +58.3% | -53.6% | +111.9% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling