-34.0%
CCL vs MAR
+529.3%
-563.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -3.0% |
| 30D | +13.1% | +13.8% | -0.7% | -2.6% |
| 3M | +3.4% | +20.3% | -16.9% | -16.7% |
| 6M | +18.7% | +21.3% | -2.6% | -6.4% |
| YTD | -2.3% | +37.2% | -39.5% | -32.8% |
| 1Y | +14.2% | +48.4% | -34.3% | -28.4% |
| 3Y | +133.6% | +120.1% | +13.5% | -8.7% |
| 5Y | +33.5% | +182.1% | -148.6% | -59.6% |
| All | -34.0% | +529.3% | -563.3% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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