+79.7%
SPY vs CCL
+56.6%
+23.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -5.0% | +5.2% | +1.1% |
| 30D | +0.1% | -20.3% | +20.4% | +4.6% |
| 3M | +2.0% | -15.1% | +17.1% | +5.0% |
| 6M | +13.0% | -15.1% | +28.1% | +15.5% |
| YTD | +13.5% | -21.8% | +35.3% | +17.5% |
| 1Y | +20.0% | -24.8% | +44.8% | +24.6% |
| All | +79.7% | +56.6% | +23.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 3y: compounded portfolio wealth divided by compounded CCL 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…
3y analysis · Full analysis span regression · 6 months rolling