-41.0%
CCL vs SPG
+61.5%
-102.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -2.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | -20.0% | -4.9% | -15.0% | -16.1% |
| 3M | -13.7% | +3.3% | -17.0% | -16.4% |
| 6M | -9.0% | +11.2% | -20.2% | -17.6% |
| YTD | -22.8% | +17.1% | -39.9% | -33.3% |
| 1Y | -25.3% | +21.6% | -46.9% | -38.0% |
| 3Y | +54.1% | +111.9% | -57.8% | -24.1% |
| 5Y | +3.5% | +106.9% | -103.4% | -46.7% |
| 10Y | -41.0% | +62.2% | -103.3% | -74.5% |
| All | -41.0% | +61.5% | -102.6% | -74.5% |
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