-33.1%
CCL vs SPYM
+829.4%
-862.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | -5.0% | +0.1% | -5.2% | -5.2% |
| 30D | -20.3% | +0.1% | -20.4% | -20.4% |
| 3M | -15.1% | +2.0% | -17.2% | -17.2% |
| 6M | -15.1% | +13.1% | -28.2% | -27.5% |
| YTD | -21.8% | +13.6% | -35.4% | -33.5% |
| 1Y | -24.8% | +20.1% | -44.9% | -40.8% |
| 3Y | +51.9% | +77.6% | -25.7% | -27.4% |
| 5Y | +4.0% | +82.5% | -78.5% | -48.1% |
| 10Y | -42.2% | +317.6% | -359.8% | -87.7% |
| All | -33.1% | +829.4% | -862.5% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling