-29.4%
CCL vs MET
+202.5%
-231.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.7% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +16.5% | +3.4% | +13.1% | +12.7% |
| 3M | +11.2% | +7.0% | +4.2% | +3.4% |
| 6M | +22.6% | +34.6% | -12.0% | -11.0% |
| YTD | +2.6% | +34.0% | -31.4% | -25.0% |
| 1Y | +17.0% | +35.9% | -19.0% | -15.8% |
| 3Y | +145.5% | +85.5% | +60.1% | +24.3% |
| 5Y | +36.1% | +87.8% | -51.6% | -31.0% |
| 10Y | -29.4% | +199.7% | -229.1% | -76.7% |
| All | -29.4% | +202.5% | -231.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling