+134.5%
CCL vs MDY
+57.0%
+77.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -2.4% |
| 7D | -0.3% | +3.0% | -3.4% | -5.2% |
| 30D | +10.3% | +0.8% | +9.5% | +9.1% |
| 3M | +6.6% | -5.1% | +11.7% | +16.8% |
| 6M | +20.0% | +1.2% | +18.9% | +18.9% |
| YTD | -1.9% | +12.5% | -14.4% | -16.8% |
| 1Y | +10.4% | +13.8% | -3.3% | -7.8% |
| All | +134.5% | +57.0% | +77.5% | +28.4% |
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