+21.9%
CCL vs MDY
+17.5%
+4.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +6.0% |
| 7D | +11.6% | +1.7% | +9.9% | +7.8% |
| 30D | +22.5% | +1.2% | +21.3% | +19.7% |
| 3M | +6.4% | -3.5% | +9.9% | +15.0% |
| 6M | +23.4% | +3.5% | +19.9% | +15.1% |
| YTD | +4.2% | +13.6% | -9.4% | -17.7% |
| 1Y | +21.9% | +17.1% | +4.8% | -7.6% |
| All | +21.9% | +17.5% | +4.4% | -7.6% |
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