+61.1%
CCL vs MET
+1,300.1%
-1,239.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -20.3% | +1.4% | -21.8% | -21.1% |
| 3M | -15.1% | +17.7% | -32.8% | -22.5% |
| 6M | -15.1% | +35.0% | -50.1% | -27.7% |
| YTD | -21.8% | +26.3% | -48.1% | -30.9% |
| 1Y | -24.8% | +22.8% | -47.6% | -32.7% |
| 3Y | +51.9% | +65.9% | -14.1% | +16.8% |
| 5Y | +4.0% | +85.4% | -81.3% | -22.5% |
| 10Y | -42.2% | +253.7% | -295.9% | -65.5% |
| All | +61.1% | +1,300.1% | -1,239.0% | -50.1% |
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