+146.4%
CCL vs M
+100.8%
+45.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +2.2% |
| 7D | +3.1% | -4.3% | +7.4% | +4.9% |
| 30D | +13.7% | +1.3% | +12.4% | +13.1% |
| 3M | +3.8% | -7.4% | +11.2% | +6.5% |
| 6M | +9.3% | +18.3% | -9.1% | +2.0% |
| YTD | -1.1% | +7.6% | -8.7% | -4.7% |
| 1Y | +14.6% | +17.4% | -2.8% | +7.1% |
| 3Y | +146.4% | +108.4% | +38.0% | +81.9% |
| All | +146.4% | +100.8% | +45.6% | +81.9% |
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