+34.0%
CCL vs SYY
+12.2%
+21.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.7% |
| 7D | -0.3% | +1.3% | -1.7% | -1.3% |
| 30D | +10.3% | -3.5% | +13.9% | +12.8% |
| 3M | +6.6% | -9.3% | +15.9% | +13.9% |
| 6M | +20.0% | +5.9% | +14.1% | +12.9% |
| YTD | -1.9% | +6.5% | -8.3% | -11.4% |
| 1Y | +10.4% | +4.0% | +6.4% | +2.0% |
| 3Y | +134.8% | +23.0% | +111.9% | +68.1% |
| 5Y | +34.0% | +14.3% | +19.7% | +5.2% |
| All | +34.0% | +12.2% | +21.8% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling