-42.6%
CCL vs SPYM
+325.3%
-367.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.2% |
| 7D | -3.2% | -0.8% | -2.5% | -1.9% |
| 30D | -17.8% | -1.1% | -16.7% | -16.1% |
| 3M | -18.7% | +3.9% | -22.6% | -23.9% |
| 6M | -11.4% | +13.6% | -25.0% | -28.2% |
| YTD | -24.3% | +12.7% | -37.0% | -37.6% |
| 1Y | -28.8% | +17.6% | -46.4% | -45.6% |
| 3Y | +49.3% | +77.2% | -27.9% | -42.1% |
| 5Y | +1.6% | +84.1% | -82.5% | -60.2% |
| All | -42.6% | +325.3% | -367.9% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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