+56.1%
CCL vs M
+123.1%
-66.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | -5.0% | +4.7% | -9.8% | -6.7% |
| 30D | -20.3% | -9.6% | -10.7% | -17.3% |
| 3M | -15.1% | +0.9% | -16.0% | -15.7% |
| 6M | -15.1% | +22.3% | -37.4% | -21.5% |
| YTD | -21.8% | +6.5% | -28.3% | -24.3% |
| 1Y | -24.8% | +38.8% | -63.6% | -33.5% |
| All | +56.1% | +123.1% | -66.9% | -1.2% |
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