+3,017.7%
SPY vs CCL
+526.2%
+2,491.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +5.8% | -6.4% | -1.9% |
| 30D | -3.7% | +17.3% | -20.9% | -7.2% |
| 3M | -2.7% | +11.3% | -14.1% | -5.6% |
| 6M | +2.2% | +18.5% | -16.3% | -2.7% |
| YTD | +10.8% | +2.8% | +8.0% | +7.8% |
| 1Y | +11.2% | +16.7% | -5.5% | +4.7% |
| 3Y | +76.5% | +146.0% | -69.5% | +34.7% |
| 5Y | +72.9% | +33.6% | +39.3% | +39.8% |
| 10Y | +304.8% | -29.4% | +334.3% | +215.5% |
| All | +3,017.7% | +526.2% | +2,491.5% | +1,264.1% |
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