+54.1%
CCL vs SPYM
+79.1%
-25.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -0.3% |
| 7D | -0.1% | +0.6% | -0.7% | -1.2% |
| 30D | -20.0% | -0.9% | -19.0% | -18.5% |
| 3M | -13.7% | +3.9% | -17.6% | -19.3% |
| 6M | -9.0% | +14.5% | -23.6% | -28.3% |
| YTD | -22.8% | +13.0% | -35.8% | -37.4% |
| 1Y | -25.3% | +19.4% | -44.7% | -45.2% |
| 3Y | +54.1% | +78.9% | -24.8% | -44.4% |
| All | +54.1% | +79.1% | -25.0% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling