+500.4%
CCL vs SPY
+2,954.7%
-2,454.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.1% |
| 7D | +3.1% | -2.7% | +5.8% | +6.9% |
| 30D | +13.7% | -5.4% | +19.1% | +22.2% |
| 3M | +3.8% | -4.1% | +7.9% | +9.8% |
| 6M | +9.3% | +0.7% | +8.6% | +9.0% |
| YTD | -1.1% | +8.7% | -9.8% | -9.3% |
| 1Y | +14.6% | +10.9% | +3.7% | +2.5% |
| 3Y | +146.4% | +75.0% | +71.4% | +29.3% |
| 5Y | +21.9% | +67.8% | -45.9% | -26.9% |
| 10Y | -29.4% | +312.9% | -342.3% | -82.5% |
| All | +500.4% | +2,954.7% | -2,454.3% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling