-29.4%
CCL vs STT
+203.9%
-233.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.5% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | +16.5% | -0.4% | +16.9% | +17.0% |
| 3M | +11.2% | -6.5% | +17.7% | +17.9% |
| 6M | +22.6% | +17.2% | +5.4% | +5.1% |
| YTD | +2.6% | +38.2% | -35.6% | -24.5% |
| 1Y | +17.0% | +49.3% | -32.3% | -19.7% |
| 3Y | +145.5% | +181.9% | -36.4% | -6.1% |
| 5Y | +36.1% | +106.9% | -70.8% | -32.9% |
| 10Y | -29.4% | +203.1% | -232.6% | -75.3% |
| All | -29.4% | +203.9% | -233.4% | -75.3% |
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