+3,094.0%
SPY vs CCL
+376.5%
+2,717.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -5.0% | +5.2% | +1.3% |
| 30D | +0.1% | -20.3% | +20.4% | +5.3% |
| 3M | +2.0% | -15.1% | +17.1% | +5.4% |
| 6M | +13.0% | -15.1% | +28.1% | +15.9% |
| YTD | +13.5% | -21.8% | +35.3% | +18.0% |
| 1Y | +20.0% | -24.8% | +44.8% | +25.0% |
| 3Y | +77.2% | +51.9% | +25.3% | +51.2% |
| 5Y | +81.9% | +4.0% | +77.8% | +55.8% |
| 10Y | +314.1% | -42.2% | +356.3% | +237.3% |
| All | +3,094.0% | +376.5% | +2,717.6% | +1,393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling