-29.7%
CCL vs MCO
-7.2%
-22.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -4.3% | -7.3% | +3.0% | -1.4% |
| 30D | -19.0% | -1.7% | -17.3% | -18.5% |
| 3M | -13.1% | +3.9% | -17.0% | -14.5% |
| 6M | -13.3% | +3.8% | -17.1% | -15.1% |
| YTD | -25.2% | -7.9% | -17.3% | -23.8% |
| All | -29.7% | -7.2% | -22.5% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling