+807.8%
CCL vs SPGI
+14,090.3%
-13,282.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | -5.0% | +0.1% | -5.2% | -5.3% |
| 30D | -20.3% | +8.4% | -28.8% | -24.1% |
| 3M | -15.1% | +11.8% | -27.0% | -21.2% |
| 6M | -15.1% | +5.7% | -20.8% | -18.9% |
| YTD | -21.8% | -9.7% | -12.1% | -19.4% |
| 1Y | -24.8% | -12.5% | -12.3% | -21.4% |
| 3Y | +51.9% | +21.8% | +30.0% | +33.0% |
| 5Y | +4.0% | +8.2% | -4.1% | -2.2% |
| 10Y | -42.2% | +309.5% | -351.7% | -71.9% |
| All | +807.8% | +14,090.3% | -13,282.5% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling