+694.9%
CCL vs M
+444.9%
+250.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +5.8% | +5.0% | +0.8% | +3.6% |
| 30D | +17.3% | +10.6% | +6.6% | +12.0% |
| 3M | +11.3% | +1.6% | +9.8% | +10.0% |
| 6M | +18.5% | +30.8% | -12.4% | +4.3% |
| YTD | +2.8% | +16.9% | -14.1% | -5.2% |
| 1Y | +16.7% | +26.3% | -9.5% | +4.0% |
| 3Y | +146.0% | +158.6% | -12.6% | +47.5% |
| 5Y | +33.6% | +2.1% | +31.6% | +14.1% |
| 10Y | -29.4% | -4.3% | -25.1% | -50.7% |
| All | +694.9% | +444.9% | +250.0% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling