+133.6%
CCL vs SN
+440.0%
-306.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.9% |
| 30D | +13.1% | +21.5% | -8.4% | +3.1% |
| 3M | +3.4% | +20.0% | -16.7% | -5.7% |
| 6M | +18.7% | +119.9% | -101.2% | -19.6% |
| YTD | -2.3% | +102.3% | -104.6% | -31.3% |
| 1Y | +14.2% | +148.0% | -133.8% | -26.7% |
| 3Y | +133.6% | +450.0% | -316.4% | +28.9% |
| All | +133.6% | +440.0% | -306.4% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling