-25.3%
CCL vs SO
+0.5%
-25.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.2% |
| 7D | -0.1% | +1.0% | -1.2% | 0.0% |
| 30D | -20.0% | -3.2% | -16.8% | -20.4% |
| 3M | -13.7% | -1.7% | -12.0% | -13.7% |
| 6M | -9.0% | -7.2% | -1.8% | -10.7% |
| YTD | -22.8% | +4.6% | -27.4% | -22.0% |
| 1Y | -25.3% | +1.2% | -26.5% | -23.7% |
| All | -25.3% | +0.5% | -25.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling