+49.0%
CCL vs MAR
+64.8%
-15.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -3.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -18.2% | -4.7% | -13.5% | -14.1% |
| 3M | -17.7% | -15.6% | -2.1% | -2.3% |
| 6M | -13.0% | +1.2% | -14.2% | -14.6% |
| YTD | -24.5% | +7.5% | -32.0% | -30.6% |
| 1Y | -26.9% | +26.6% | -53.6% | -44.1% |
| All | +49.0% | +64.8% | -15.8% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling