-25.3%
CCL vs STT
+74.0%
-99.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.4% |
| 7D | -0.1% | +2.2% | -2.3% | -1.8% |
| 30D | -20.0% | +3.9% | -23.9% | -22.3% |
| 3M | -13.7% | +19.2% | -32.8% | -25.6% |
| 6M | -9.0% | +60.4% | -69.4% | -38.5% |
| YTD | -22.8% | +51.5% | -74.3% | -46.0% |
| 1Y | -25.3% | +76.3% | -101.6% | -52.2% |
| All | -25.3% | +74.0% | -99.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling