+1.4%
CCL vs MAS
+32.0%
-30.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.3% |
| 7D | -5.0% | -0.8% | -4.3% | -4.5% |
| 30D | -20.3% | -5.6% | -14.8% | -16.7% |
| 3M | -15.1% | +4.4% | -19.6% | -19.0% |
| 6M | -15.1% | +7.2% | -22.3% | -21.2% |
| YTD | -21.8% | +16.1% | -37.9% | -32.5% |
| 1Y | -24.8% | +0.1% | -24.9% | -27.0% |
| 3Y | +51.9% | +28.3% | +23.6% | +14.7% |
| All | +1.4% | +32.0% | -30.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling