+255.7%
CCL vs SPG
+5,256.9%
-5,001.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | -5.0% | -2.4% | -2.7% | -3.6% |
| 30D | -20.3% | -6.8% | -13.5% | -16.7% |
| 3M | -15.1% | +2.7% | -17.8% | -16.6% |
| 6M | -15.1% | +5.5% | -20.6% | -17.6% |
| YTD | -21.8% | +15.7% | -37.5% | -28.3% |
| 1Y | -24.8% | +20.9% | -45.7% | -33.1% |
| 3Y | +51.9% | +112.4% | -60.5% | -3.6% |
| 5Y | +4.0% | +101.4% | -97.3% | -29.5% |
| 10Y | -42.2% | +60.6% | -102.9% | -57.3% |
| All | +255.7% | +5,256.9% | -5,001.2% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling