-47.3%
CCL vs SPOT
+267.1%
-314.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.8% |
| 7D | +3.1% | +2.5% | +0.5% | +2.3% |
| 30D | +17.5% | +15.1% | +2.4% | +11.7% |
| 3M | +6.8% | +24.8% | -18.0% | -1.9% |
| 6M | +18.7% | +45.8% | -27.1% | +2.1% |
| YTD | +3.0% | +4.9% | -1.9% | -2.3% |
| 1Y | +17.7% | -1.3% | +19.0% | +13.7% |
| 3Y | +155.6% | +257.7% | -102.1% | +47.3% |
| 5Y | +30.2% | +118.5% | -88.3% | -21.5% |
| All | -47.3% | +267.1% | -314.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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