+133.6%
CCL vs M
+158.0%
-24.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -1.2% | +7.0% | -8.2% | -3.7% |
| 30D | +13.1% | +8.9% | +4.2% | +9.5% |
| 3M | +3.4% | +4.5% | -1.1% | +1.4% |
| 6M | +18.7% | +36.2% | -17.5% | +5.1% |
| YTD | -2.3% | +15.1% | -17.4% | -8.3% |
| 1Y | +14.2% | +27.4% | -13.2% | +3.4% |
| 3Y | +133.6% | +160.1% | -26.6% | +84.2% |
| All | +133.6% | +158.0% | -24.4% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling