+54.1%
CCL vs MET
+66.4%
-12.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.6% |
| 7D | -0.1% | +1.1% | -1.3% | -1.3% |
| 30D | -20.0% | -2.3% | -17.7% | -18.4% |
| 3M | -13.7% | +13.9% | -27.5% | -23.6% |
| 6M | -9.0% | +34.8% | -43.8% | -30.5% |
| YTD | -22.8% | +23.5% | -46.4% | -36.6% |
| 1Y | -25.3% | +23.4% | -48.7% | -38.8% |
| 3Y | +54.1% | +64.9% | -10.8% | +1.4% |
| All | +54.1% | +66.4% | -12.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling