+1.4%
CCL vs SO
+58.2%
-56.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -20.3% | -4.6% | -15.8% | -19.8% |
| 3M | -15.1% | -3.0% | -12.1% | -14.8% |
| 6M | -15.1% | -8.3% | -6.9% | -14.1% |
| YTD | -21.8% | +3.5% | -25.3% | -22.6% |
| 1Y | -24.8% | -0.9% | -23.9% | -25.0% |
| 3Y | +51.9% | +45.4% | +6.5% | +31.1% |
| All | +1.4% | +58.2% | -56.8% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling