+66.5%
CCL vs SMR
-48.1%
+114.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | +5.8% | -2.8% | +8.6% | +5.9% |
| 30D | +17.3% | -27.5% | +44.8% | +21.5% |
| 3M | +11.3% | -43.1% | +54.5% | +17.9% |
| 6M | +18.5% | -58.4% | +76.9% | +29.1% |
| YTD | +2.8% | -63.2% | +66.0% | +11.8% |
| 1Y | +16.7% | -81.6% | +98.4% | +36.9% |
| 3Y | +146.0% | +149.8% | -3.7% | +54.0% |
| All | +66.5% | -48.1% | +114.5% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling