+60.3%
CCL vs SN
+659.6%
-599.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | +3.1% | +7.2% | -4.1% | +0.4% |
| 30D | +13.7% | +20.4% | -6.7% | +5.6% |
| 3M | +3.8% | +23.9% | -20.1% | -5.1% |
| 6M | +9.3% | +93.0% | -83.8% | -16.7% |
| YTD | -1.1% | +99.2% | -100.3% | -25.6% |
| 1Y | +14.6% | +142.6% | -128.0% | -19.6% |
| 3Y | +146.4% | +398.8% | -252.4% | +53.0% |
| All | +60.3% | +659.6% | -599.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling