-40.8%
CCL vs STT
+269.9%
-310.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.5% |
| 30D | -20.3% | +3.9% | -24.2% | -23.1% |
| 3M | -15.1% | +20.0% | -35.1% | -28.6% |
| 6M | -15.1% | +55.3% | -70.4% | -43.3% |
| YTD | -21.8% | +53.3% | -75.1% | -47.4% |
| 1Y | -24.8% | +74.7% | -99.5% | -55.3% |
| 3Y | +51.9% | +205.8% | -154.0% | -45.6% |
| 5Y | +4.0% | +145.0% | -141.0% | -56.1% |
| All | -40.8% | +269.9% | -310.7% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling