-34.0%
CCL vs SPYG
+393.2%
-427.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.9% |
| 7D | -1.2% | +2.3% | -3.5% | -4.3% |
| 30D | +13.1% | -6.5% | +19.6% | +23.4% |
| 3M | +3.4% | -6.8% | +10.2% | +13.4% |
| 6M | +18.7% | -3.1% | +21.9% | +23.2% |
| YTD | -2.3% | +8.0% | -10.3% | -12.1% |
| 1Y | +14.2% | +10.2% | +4.0% | -0.7% |
| 3Y | +133.6% | +91.0% | +42.6% | -5.2% |
| 5Y | +33.5% | +67.7% | -34.2% | -32.3% |
| All | -34.0% | +393.2% | -427.2% | -91.0% |
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