+3.5%
CCL vs SMTC
+110.0%
-106.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.3% | -4.1% |
| 7D | -0.1% | +22.9% | -23.1% | -6.1% |
| 30D | -20.0% | +16.6% | -36.6% | -24.5% |
| 3M | -13.7% | +2.4% | -16.1% | -17.5% |
| 6M | -9.0% | +98.3% | -107.3% | -31.5% |
| YTD | -22.8% | +120.7% | -143.5% | -44.2% |
| 1Y | -25.3% | +168.3% | -193.6% | -50.4% |
| 3Y | +54.1% | +571.7% | -517.6% | -42.5% |
| 5Y | +3.5% | +114.0% | -110.5% | -25.7% |
| All | +3.5% | +110.0% | -106.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling