-24.8%
CCL vs MAS
+1.6%
-26.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.0% |
| 7D | -5.0% | -0.8% | -4.3% | -4.6% |
| 30D | -20.3% | -5.6% | -14.8% | -17.4% |
| 3M | -15.1% | +4.4% | -19.6% | -18.6% |
| 6M | -15.1% | +7.2% | -22.3% | -22.1% |
| YTD | -21.8% | +16.1% | -37.9% | -31.3% |
| 1Y | -24.8% | +0.1% | -24.9% | -30.7% |
| All | -24.8% | +1.6% | -26.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling