+54.1%
CCL vs MDY
+51.1%
+3.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.2% |
| 7D | -0.1% | +1.0% | -1.2% | -1.9% |
| 30D | -20.0% | -3.1% | -16.8% | -15.5% |
| 3M | -13.7% | +1.8% | -15.5% | -15.8% |
| 6M | -9.0% | +10.8% | -19.8% | -21.7% |
| YTD | -22.8% | +14.4% | -37.2% | -36.7% |
| 1Y | -25.3% | +15.2% | -40.5% | -39.2% |
| 3Y | +54.1% | +51.2% | +2.9% | -16.2% |
| All | +54.1% | +51.1% | +3.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling