-60.5%
CCL vs SPOT
+218.6%
-279.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | -0.1% | -2.9% | +2.7% | +0.8% |
| 30D | -20.0% | +8.3% | -28.3% | -22.4% |
| 3M | -13.7% | +5.1% | -18.7% | -15.8% |
| 6M | -9.0% | -6.5% | -2.6% | -8.8% |
| YTD | -22.8% | -9.0% | -13.8% | -22.7% |
| 1Y | -25.3% | -26.4% | +1.1% | -19.6% |
| 3Y | +54.1% | +240.0% | -186.0% | -9.6% |
| 5Y | +3.5% | +111.7% | -108.2% | -36.2% |
| All | -60.5% | +218.6% | -279.2% | -82.4% |
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