-28.5%
CCL vs STT
+211.9%
-240.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +0.9% | +1.3% |
| 7D | +3.1% | +0.9% | +2.1% | +2.4% |
| 30D | +17.5% | -2.3% | +19.9% | +20.2% |
| 3M | +6.8% | -7.0% | +13.8% | +13.8% |
| 6M | +18.7% | +15.5% | +3.2% | +3.1% |
| YTD | +3.0% | +35.6% | -32.6% | -22.8% |
| 1Y | +17.7% | +47.9% | -30.1% | -18.5% |
| 3Y | +155.6% | +181.1% | -25.5% | -1.9% |
| 5Y | +30.2% | +108.2% | -78.0% | -36.3% |
| 10Y | -28.5% | +201.0% | -229.5% | -74.5% |
| All | -28.5% | +211.9% | -240.3% | -74.5% |
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