-29.4%
CCL vs SO
+188.2%
-217.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | +17.3% | +8.7% | +8.6% | +13.2% |
| 3M | +11.3% | +3.4% | +8.0% | +9.8% |
| 6M | +18.5% | +3.7% | +14.7% | +16.3% |
| YTD | +2.8% | +10.0% | -7.2% | -2.1% |
| 1Y | +16.7% | +6.6% | +10.2% | +12.5% |
| 3Y | +146.0% | +52.5% | +93.5% | +94.3% |
| 5Y | +33.6% | +76.1% | -42.4% | -3.7% |
| 10Y | -29.4% | +194.9% | -224.3% | -50.2% |
| All | -29.4% | +188.2% | -217.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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