+349.8%
CCL vs SPG
+5,805.1%
-5,455.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +3.1% | +4.9% | -1.8% | +0.3% |
| 30D | +13.7% | +15.6% | -1.9% | +4.0% |
| 3M | +3.8% | +4.1% | -0.3% | +1.3% |
| 6M | +9.3% | +13.6% | -4.3% | +0.9% |
| YTD | -1.1% | +27.5% | -28.6% | -14.6% |
| 1Y | +14.6% | +32.2% | -17.7% | -3.3% |
| 3Y | +146.4% | +126.0% | +20.4% | +50.5% |
| 5Y | +21.9% | +74.7% | -52.9% | -10.5% |
| 10Y | -29.4% | +112.8% | -142.3% | -54.6% |
| All | +349.8% | +5,805.1% | -5,455.3% | -15.4% |
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