-43.4%
CCL vs SYY
+114.2%
-157.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | -4.3% | +1.5% | -5.8% | -5.8% |
| 30D | -19.0% | -2.3% | -16.7% | -17.3% |
| 3M | -13.1% | +5.5% | -18.6% | -18.1% |
| 6M | -13.3% | -1.0% | -12.3% | -15.0% |
| YTD | -25.2% | +14.1% | -39.4% | -37.6% |
| 1Y | -27.2% | +5.6% | -32.8% | -34.4% |
| 3Y | +49.2% | +27.9% | +21.3% | +4.1% |
| 5Y | +0.4% | +22.7% | -22.4% | -24.4% |
| All | -43.4% | +114.2% | -157.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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