-0.9%
CCL vs MAR
+158.8%
-159.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -3.1% |
| 7D | -4.4% | -0.5% | -3.9% | -3.9% |
| 30D | -18.2% | -4.7% | -13.5% | -13.7% |
| 3M | -17.7% | -15.6% | -2.1% | -1.0% |
| 6M | -13.0% | +1.2% | -14.2% | -14.7% |
| YTD | -24.5% | +7.5% | -32.0% | -31.2% |
| 1Y | -26.9% | +26.6% | -53.6% | -45.7% |
| 3Y | +50.8% | +66.0% | -15.2% | -19.8% |
| 5Y | -0.9% | +154.1% | -155.0% | -67.7% |
| All | -0.9% | +158.8% | -159.7% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling