+1,042.1%
CCL vs STT
+6,268.9%
-5,226.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.6% | -2.5% | +5.1% | +4.0% |
| 30D | +13.1% | -5.0% | +18.1% | +16.1% |
| 3M | +3.3% | -10.5% | +13.8% | +8.9% |
| 6M | +8.7% | +10.0% | -1.3% | +3.6% |
| YTD | -1.6% | +30.7% | -32.3% | -13.5% |
| 1Y | +14.0% | +43.8% | -29.8% | -4.3% |
| 3Y | +145.1% | +168.1% | -22.9% | +54.7% |
| 5Y | +21.2% | +101.4% | -80.2% | -11.8% |
| 10Y | -29.8% | +211.3% | -241.1% | -55.4% |
| All | +1,042.1% | +6,268.9% | -5,226.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling