-41.7%
CCL vs MET
+245.0%
-286.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | -18.2% | -1.4% | -16.8% | -17.1% |
| 3M | -17.7% | +12.5% | -30.2% | -27.7% |
| 6M | -13.0% | +37.1% | -50.1% | -37.1% |
| YTD | -24.5% | +23.8% | -48.3% | -39.7% |
| 1Y | -26.9% | +24.1% | -51.1% | -42.2% |
| 3Y | +50.8% | +65.2% | -14.4% | -12.9% |
| 5Y | -0.9% | +82.3% | -83.2% | -47.7% |
| 10Y | -41.7% | +241.6% | -283.3% | -79.2% |
| All | -41.7% | +245.0% | -286.7% | -79.2% |
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