+52.3%
CCL vs SMTC
+560.5%
-508.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.3% | -3.4% |
| 7D | -0.1% | +22.9% | -23.1% | -4.5% |
| 30D | -20.0% | +16.6% | -36.6% | -23.2% |
| 3M | -13.7% | +2.4% | -16.1% | -16.2% |
| 6M | -9.0% | +98.3% | -107.3% | -26.1% |
| YTD | -22.8% | +120.7% | -143.5% | -39.1% |
| 1Y | -25.3% | +168.3% | -193.6% | -44.5% |
| All | +52.3% | +560.5% | -508.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling