-41.7%
CCL vs SMTC
+504.7%
-546.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -4.4% | +22.5% | -26.9% | -11.2% |
| 30D | -18.2% | +24.9% | -43.1% | -25.7% |
| 3M | -17.7% | +4.1% | -21.8% | -22.8% |
| 6M | -13.0% | +92.6% | -105.6% | -37.4% |
| YTD | -24.5% | +122.5% | -146.9% | -49.0% |
| 1Y | -26.9% | +166.2% | -193.2% | -55.1% |
| 3Y | +50.8% | +577.2% | -526.4% | -51.7% |
| 5Y | -0.9% | +119.0% | -119.9% | -46.3% |
| 10Y | -41.7% | +527.9% | -569.6% | -77.5% |
| All | -41.7% | +504.7% | -546.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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