+55.4%
CCL vs MAS
+29.0%
+26.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.1% |
| 7D | -5.0% | -0.8% | -4.3% | -4.5% |
| 30D | -20.3% | -5.6% | -14.8% | -17.1% |
| 3M | -15.1% | +4.4% | -19.6% | -18.6% |
| 6M | -15.1% | +7.2% | -22.3% | -20.8% |
| YTD | -21.8% | +16.1% | -37.9% | -31.5% |
| 1Y | -24.8% | +0.1% | -24.9% | -26.8% |
| All | +55.4% | +29.0% | +26.4% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling