-41.0%
CCL vs M
-6.4%
-34.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.3% |
| 30D | -20.0% | -11.6% | -8.4% | -15.1% |
| 3M | -13.7% | +1.6% | -15.3% | -14.8% |
| 6M | -9.0% | +25.2% | -34.2% | -19.1% |
| YTD | -22.8% | +3.8% | -26.6% | -25.1% |
| 1Y | -25.3% | +36.3% | -61.7% | -36.9% |
| 3Y | +54.1% | +116.3% | -62.3% | -7.6% |
| 5Y | +3.5% | +28.2% | -24.7% | -25.4% |
| 10Y | -41.0% | -3.4% | -37.7% | -73.1% |
| All | -41.0% | -6.4% | -34.7% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling