-33.8%
CCL vs SPG
+114.5%
-148.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.9% |
| 7D | -0.3% | +3.1% | -3.5% | -3.1% |
| 30D | +10.3% | +16.4% | -6.1% | -4.1% |
| 3M | +6.6% | +7.1% | -0.5% | 0.0% |
| 6M | +20.0% | +16.1% | +4.0% | +4.2% |
| YTD | -1.9% | +30.4% | -32.3% | -23.3% |
| 1Y | +10.4% | +33.0% | -22.5% | -15.2% |
| 3Y | +134.8% | +134.6% | +0.2% | +4.9% |
| 5Y | +34.0% | +84.9% | -50.9% | -23.8% |
| All | -33.8% | +114.5% | -148.3% | -74.6% |
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