+111.4%
CCL vs MET
+1,385.2%
-1,273.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +16.5% | +3.4% | +13.1% | +14.5% |
| 3M | +11.2% | +7.0% | +4.2% | +7.2% |
| 6M | +22.6% | +34.6% | -12.0% | +4.0% |
| YTD | +2.6% | +34.0% | -31.4% | -12.3% |
| 1Y | +17.0% | +35.9% | -19.0% | -0.7% |
| 3Y | +145.5% | +85.5% | +60.1% | +77.9% |
| 5Y | +36.1% | +87.8% | -51.6% | +0.6% |
| 10Y | -29.4% | +199.7% | -229.1% | -55.2% |
| All | +111.4% | +1,385.2% | -1,273.8% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling