+36.1%
CCL vs SPYM
+75.2%
-39.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.7% |
| 7D | -1.5% | -0.9% | -0.6% | +0.2% |
| 30D | +16.5% | -2.4% | +18.8% | +22.0% |
| 3M | +11.2% | -1.1% | +12.3% | +13.8% |
| 6M | +22.6% | +3.3% | +19.3% | +15.4% |
| YTD | +2.6% | +12.4% | -9.8% | -17.0% |
| 1Y | +17.0% | +12.5% | +4.4% | -5.7% |
| 3Y | +145.5% | +79.1% | +66.4% | -20.0% |
| 5Y | +36.1% | +75.7% | -39.6% | -51.8% |
| All | +36.1% | +75.2% | -39.1% | -51.8% |
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