+17.0%
CCL vs STT
+48.7%
-31.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.4% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | +16.5% | -0.4% | +16.9% | +16.8% |
| 3M | +11.2% | -6.5% | +17.7% | +16.9% |
| 6M | +22.6% | +17.2% | +5.4% | +3.4% |
| YTD | +2.6% | +38.2% | -35.6% | -27.9% |
| 1Y | +17.0% | +49.3% | -32.3% | -23.0% |
| All | +17.0% | +48.7% | -31.7% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling