+33.6%
CCL vs SNY
+241.9%
-208.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.2% | -3.3% | +0.1% | -1.6% |
| 30D | -17.8% | -2.2% | -15.6% | -16.9% |
| 3M | -18.7% | -3.0% | -15.6% | -17.6% |
| 6M | -11.4% | +2.7% | -14.1% | -12.3% |
| YTD | -24.3% | -6.8% | -17.5% | -21.6% |
| 1Y | -28.8% | -5.3% | -23.5% | -27.1% |
| 3Y | +49.3% | -9.8% | +59.1% | +49.9% |
| 5Y | +1.6% | +9.7% | -8.1% | -9.4% |
| 10Y | -41.5% | +64.5% | -106.0% | -58.2% |
| All | +33.6% | +241.9% | -208.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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