-28.5%
CCL vs SPG
+117.3%
-145.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +2.3% |
| 7D | +3.1% | +5.1% | -2.0% | -1.4% |
| 30D | +17.5% | +16.8% | +0.7% | +1.8% |
| 3M | +6.8% | +5.7% | +1.2% | +1.5% |
| 6M | +18.7% | +17.8% | +0.9% | +1.6% |
| YTD | +3.0% | +30.1% | -27.1% | -19.3% |
| 1Y | +17.7% | +32.8% | -15.1% | -9.5% |
| 3Y | +155.6% | +137.2% | +18.4% | +13.1% |
| 5Y | +30.2% | +81.5% | -51.3% | -24.7% |
| 10Y | -28.5% | +116.5% | -145.0% | -73.2% |
| All | -28.5% | +117.3% | -145.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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