+56.5%
CCL vs MAR
+3,214.7%
-3,158.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -1.5% | +1.0% | -2.6% | -2.3% |
| 30D | +16.5% | +16.2% | +0.2% | +3.4% |
| 3M | +11.2% | +23.1% | -11.8% | -5.7% |
| 6M | +22.6% | +22.0% | +0.6% | +4.3% |
| YTD | +2.6% | +39.2% | -36.6% | -20.7% |
| 1Y | +17.0% | +48.3% | -31.3% | -13.9% |
| 3Y | +145.5% | +123.4% | +22.2% | +33.2% |
| 5Y | +36.1% | +185.4% | -149.3% | -35.1% |
| 10Y | -29.4% | +539.2% | -568.6% | -77.5% |
| All | +56.5% | +3,214.7% | -3,158.2% | -83.7% |
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 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