-60.0%
CCL vs SPOT
+227.0%
-287.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.2% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | -20.3% | +12.5% | -32.8% | -23.7% |
| 3M | -15.1% | +9.9% | -25.0% | -18.5% |
| 6M | -15.1% | +1.6% | -16.7% | -17.4% |
| YTD | -21.8% | -6.6% | -15.2% | -22.4% |
| 1Y | -24.8% | -22.9% | -1.9% | -20.3% |
| 3Y | +51.9% | +244.3% | -192.4% | -11.3% |
| 5Y | +4.0% | +117.8% | -113.8% | -36.4% |
| All | -60.0% | +227.0% | -287.0% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling