-43.4%
CCL vs SPYG
+420.3%
-463.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.1% |
| 7D | -4.3% | -1.8% | -2.5% | -1.8% |
| 30D | -19.0% | -1.9% | -17.0% | -16.8% |
| 3M | -13.1% | +5.2% | -18.2% | -19.1% |
| 6M | -13.3% | +15.6% | -28.8% | -28.6% |
| YTD | -25.2% | +12.4% | -37.7% | -36.1% |
| 1Y | -27.2% | +17.5% | -44.7% | -41.9% |
| 3Y | +49.2% | +98.1% | -48.8% | -41.8% |
| 5Y | +0.4% | +84.9% | -84.6% | -55.1% |
| All | -43.4% | +420.3% | -463.7% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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