+26.8%
CCL vs SN
+490.7%
-463.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -5.0% | -9.3% | +4.3% | -1.4% |
| 30D | -20.3% | -4.8% | -15.6% | -18.9% |
| 3M | -15.1% | +40.4% | -55.6% | -26.4% |
| 6M | -15.1% | +50.9% | -66.1% | -28.4% |
| YTD | -21.8% | +54.9% | -76.7% | -34.8% |
| 1Y | -24.8% | +43.0% | -67.8% | -35.9% |
| 3Y | +51.9% | +391.8% | -340.0% | +2.4% |
| All | +26.8% | +490.7% | -463.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling