+22.8%
CCL vs SO
+75.0%
-52.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | +3.1% | -1.5% | +4.6% | +3.4% |
| 30D | +13.7% | +8.1% | +5.6% | +12.1% |
| 3M | +3.8% | +0.2% | +3.6% | +3.6% |
| 6M | +9.3% | +0.4% | +8.9% | +8.9% |
| YTD | -1.1% | +8.5% | -9.6% | -3.1% |
| 1Y | +14.6% | +4.9% | +9.6% | +13.0% |
| 3Y | +146.4% | +47.9% | +98.5% | +111.2% |
| All | +22.8% | +75.0% | -52.2% | -10.4% |
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