-24.8%
CCL vs MDY
+17.9%
-42.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -5.0% | +0.1% | -5.2% | -5.3% |
| 30D | -20.3% | -1.5% | -18.9% | -17.9% |
| 3M | -15.1% | +0.8% | -15.9% | -16.2% |
| 6M | -15.1% | +7.4% | -22.5% | -26.0% |
| YTD | -21.8% | +15.2% | -37.0% | -38.7% |
| 1Y | -24.8% | +16.5% | -41.3% | -41.8% |
| All | -24.8% | +17.9% | -42.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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