-41.7%
CCL vs SPY
+312.5%
-354.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -0.4% | -4.0% | -3.8% |
| 30D | -18.2% | -1.4% | -16.8% | -16.1% |
| 3M | -17.7% | +3.7% | -21.4% | -22.6% |
| 6M | -13.0% | +13.0% | -26.0% | -29.0% |
| YTD | -24.5% | +12.4% | -36.9% | -37.5% |
| 1Y | -26.9% | +18.5% | -45.5% | -45.1% |
| 3Y | +50.8% | +77.6% | -26.9% | -42.7% |
| 5Y | -0.9% | +81.7% | -82.6% | -60.9% |
| 10Y | -41.7% | +319.7% | -361.3% | -91.1% |
| All | -41.7% | +312.5% | -354.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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