+524.0%
CCL vs SPY
+3,015.5%
-2,491.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +5.8% | -0.6% | +6.4% | +6.8% |
| 30D | +17.3% | -3.7% | +20.9% | +23.2% |
| 3M | +11.3% | -2.7% | +14.1% | +15.7% |
| 6M | +18.5% | +2.2% | +16.3% | +16.1% |
| YTD | +2.8% | +10.8% | -8.0% | -8.0% |
| 1Y | +16.7% | +11.2% | +5.5% | +4.0% |
| 3Y | +146.0% | +76.5% | +69.5% | +27.7% |
| 5Y | +33.6% | +72.9% | -39.3% | -22.7% |
| 10Y | -29.4% | +304.8% | -334.3% | -82.1% |
| All | +524.0% | +3,015.5% | -2,491.5% | -75.9% |
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