-24.8%
CCL vs STRL
+76.3%
-101.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.6% |
| 7D | -5.0% | +3.4% | -8.4% | -5.5% |
| 30D | -20.3% | -9.2% | -11.1% | -19.5% |
| 3M | -15.1% | -51.0% | +35.9% | -7.6% |
| 6M | -15.1% | +15.8% | -30.9% | -22.4% |
| YTD | -21.8% | +58.9% | -80.6% | -31.6% |
| 1Y | -24.8% | +68.5% | -93.3% | -36.0% |
| All | -24.8% | +76.3% | -101.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling