-2.1%
CCL vs MCO
+26.6%
-28.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.3% |
| 7D | -4.3% | -7.3% | +3.0% | +2.1% |
| 30D | -19.0% | -1.7% | -17.3% | -18.0% |
| 3M | -13.1% | +3.9% | -17.0% | -16.9% |
| 6M | -13.3% | +3.8% | -17.1% | -17.2% |
| YTD | -25.2% | -7.9% | -17.3% | -21.7% |
| 1Y | -27.2% | -6.8% | -20.3% | -25.2% |
| 3Y | +49.2% | +40.9% | +8.3% | +1.0% |
| All | -2.1% | +26.6% | -28.6% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling