+57.2%
CCL vs MAR
+3,121.8%
-3,064.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | +17.5% | +14.0% | +3.5% | +6.1% |
| 3M | +6.8% | +18.1% | -11.3% | -6.3% |
| 6M | +18.7% | +18.6% | +0.1% | +3.3% |
| YTD | +3.0% | +35.3% | -32.2% | -18.5% |
| 1Y | +17.7% | +44.5% | -26.8% | -11.5% |
| 3Y | +155.6% | +120.7% | +34.9% | +40.1% |
| 5Y | +30.2% | +164.1% | -133.9% | -34.1% |
| 10Y | -28.5% | +515.5% | -544.0% | -76.5% |
| All | +57.2% | +3,121.8% | -3,064.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling