+807.8%
CCL vs MAS
+1,430.5%
-622.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | -5.0% | -0.8% | -4.3% | -4.7% |
| 30D | -20.3% | -5.6% | -14.8% | -18.3% |
| 3M | -15.1% | +4.4% | -19.6% | -17.0% |
| 6M | -15.1% | +7.2% | -22.3% | -17.8% |
| YTD | -21.8% | +16.1% | -37.9% | -27.1% |
| 1Y | -24.8% | +0.1% | -24.9% | -25.2% |
| 3Y | +51.9% | +28.3% | +23.6% | +35.8% |
| 5Y | +4.0% | +30.5% | -26.4% | -6.6% |
| 10Y | -42.2% | +139.1% | -181.4% | -59.9% |
| All | +807.8% | +1,430.5% | -622.7% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling