+79.9%
SPY vs CCL
+145.8%
-65.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | -3.3% | +17.5% | -20.8% | -6.4% |
| 3M | -2.4% | +6.8% | -9.2% | -3.9% |
| 6M | +2.6% | +18.7% | -16.2% | -1.6% |
| YTD | +11.2% | +3.0% | +8.2% | +8.8% |
| 1Y | +13.4% | +17.7% | -4.3% | +7.4% |
| 3Y | +79.9% | +155.6% | -75.7% | +47.0% |
| All | +79.9% | +145.8% | -65.9% | +47.0% |
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