+56.8%
CCL vs SPYG
+564.9%
-508.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.4% |
| 30D | -20.3% | -0.4% | -19.9% | -19.9% |
| 3M | -15.1% | +0.5% | -15.7% | -15.8% |
| 6M | -15.1% | +17.5% | -32.6% | -28.2% |
| YTD | -21.8% | +14.3% | -36.1% | -31.9% |
| 1Y | -24.8% | +21.7% | -46.5% | -39.1% |
| 3Y | +51.9% | +98.6% | -46.8% | -25.6% |
| 5Y | +4.0% | +85.1% | -81.1% | -42.0% |
| 10Y | -42.2% | +412.0% | -454.3% | -87.1% |
| All | +56.8% | +564.9% | -508.0% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling