+54.1%
CCL vs SMR
+88.2%
-34.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +15.3% | -16.6% | -3.0% |
| 7D | -0.1% | +21.4% | -21.5% | -2.3% |
| 30D | -20.0% | +13.8% | -33.8% | -21.3% |
| 3M | -13.7% | +3.9% | -17.6% | -14.7% |
| 6M | -9.0% | -4.2% | -4.8% | -10.1% |
| YTD | -22.8% | -21.1% | -1.7% | -22.9% |
| 1Y | -25.3% | -67.1% | +41.8% | -20.7% |
| 3Y | +54.1% | +88.9% | -34.8% | +17.6% |
| All | +54.1% | +88.2% | -34.1% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling