+21.1%
CCL vs SMR
+1.6%
+19.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.3% |
| 7D | -4.3% | +4.7% | -9.0% | -5.0% |
| 30D | -19.0% | +3.2% | -22.2% | -19.6% |
| 3M | -13.1% | +9.9% | -23.0% | -15.0% |
| 6M | -13.3% | -15.1% | +1.8% | -13.2% |
| YTD | -25.2% | -27.9% | +2.7% | -24.5% |
| 1Y | -27.2% | -70.2% | +43.0% | -20.5% |
| 3Y | +49.2% | +72.5% | -23.2% | +9.0% |
| All | +21.1% | +1.6% | +19.5% | -4.8% |
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