-33.8%
CCL vs STRL
+3,816.9%
-3,850.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.1% |
| 7D | -0.3% | +23.4% | -23.8% | -7.1% |
| 30D | +10.3% | -39.5% | +49.8% | +26.4% |
| 3M | +6.6% | -45.1% | +51.6% | +25.0% |
| 6M | +20.0% | -64.6% | +84.6% | +56.7% |
| YTD | -1.9% | -1.5% | -0.4% | -19.0% |
| 1Y | +10.4% | -20.8% | +31.2% | -2.2% |
| 3Y | +134.8% | +353.1% | -218.3% | -10.6% |
| 5Y | +34.0% | +942.9% | -908.9% | -66.8% |
| All | -33.8% | +3,816.9% | -3,850.7% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling