-43.4%
CCL vs MCO
+385.7%
-429.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -4.3% | -7.3% | +3.0% | +1.8% |
| 30D | -19.0% | -1.7% | -17.3% | -18.1% |
| 3M | -13.1% | +3.9% | -17.0% | -16.6% |
| 6M | -13.3% | +3.8% | -17.1% | -16.8% |
| YTD | -25.2% | -7.9% | -17.3% | -22.1% |
| 1Y | -27.2% | -6.8% | -20.3% | -25.3% |
| 3Y | +49.2% | +40.9% | +8.3% | +7.9% |
| 5Y | +0.4% | +27.5% | -27.1% | -22.0% |
| All | -43.4% | +385.7% | -429.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling