-26.5%
CCL vs SMR
-70.4%
+43.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.7% |
| 7D | -4.4% | +13.1% | -17.5% | -6.0% |
| 30D | -18.2% | +17.8% | -36.0% | -20.1% |
| 3M | -17.7% | +8.1% | -25.8% | -19.2% |
| 6M | -13.0% | -11.1% | -1.9% | -13.9% |
| YTD | -24.5% | -23.7% | -0.8% | -25.1% |
| All | -26.5% | -70.4% | +43.9% | -24.5% |
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