-16.5%
CCL vs SPYM
+812.4%
-828.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +2.6% | -3.7% | -4.6% |
| 30D | +13.1% | -2.0% | +15.1% | +16.6% |
| 3M | +3.4% | -2.8% | +6.2% | +7.8% |
| 6M | +18.7% | +2.2% | +16.6% | +16.0% |
| YTD | -2.3% | +11.5% | -13.8% | -14.5% |
| 1Y | +14.2% | +13.5% | +0.7% | -2.5% |
| 3Y | +133.6% | +78.0% | +55.5% | +11.1% |
| 5Y | +33.5% | +73.1% | -39.6% | -28.4% |
| 10Y | -32.8% | +310.9% | -343.6% | -85.3% |
| All | -16.5% | +812.4% | -828.8% | -92.4% |
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 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