+67.0%
CCL vs SN
+681.9%
-614.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.0% |
| 7D | +3.1% | +7.6% | -4.6% | +0.1% |
| 30D | +17.5% | +24.1% | -6.6% | +7.9% |
| 3M | +6.8% | +23.7% | -16.9% | -2.2% |
| 6M | +18.7% | +105.5% | -86.8% | -11.7% |
| YTD | +3.0% | +105.1% | -102.1% | -23.4% |
| 1Y | +17.7% | +148.3% | -130.6% | -18.2% |
| 3Y | +155.6% | +438.7% | -283.1% | +56.3% |
| All | +67.0% | +681.9% | -614.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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