-41.0%
CCL vs SPGI
+296.1%
-337.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +1.2% |
| 7D | -0.1% | -2.5% | +2.3% | +1.6% |
| 30D | -20.0% | +5.4% | -25.4% | -23.7% |
| 3M | -13.7% | +9.0% | -22.7% | -20.9% |
| 6M | -9.0% | +0.8% | -9.8% | -11.6% |
| YTD | -22.8% | -12.6% | -10.2% | -17.5% |
| 1Y | -25.3% | -16.1% | -9.2% | -17.9% |
| 3Y | +54.1% | +19.0% | +35.1% | +25.9% |
| 5Y | +3.5% | +5.1% | -1.6% | -7.9% |
| 10Y | -41.0% | +295.5% | -336.5% | -77.0% |
| All | -41.0% | +296.1% | -337.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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