-0.9%
CCL vs SPYM
+81.6%
-82.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.2% |
| 7D | -4.4% | -0.4% | -4.0% | -3.8% |
| 30D | -18.2% | -1.4% | -16.8% | -15.9% |
| 3M | -17.7% | +3.7% | -21.4% | -23.1% |
| 6M | -13.0% | +13.0% | -26.0% | -30.5% |
| YTD | -24.5% | +12.5% | -36.9% | -38.9% |
| 1Y | -26.9% | +18.6% | -45.6% | -46.8% |
| 3Y | +50.8% | +78.0% | -27.3% | -49.2% |
| 5Y | -0.9% | +82.3% | -83.2% | -65.7% |
| All | -0.9% | +81.6% | -82.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling