-2.1%
CCL vs MKSI
+80.3%
-82.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.1% |
| 7D | -4.3% | +4.9% | -9.2% | -6.6% |
| 30D | -19.0% | -11.0% | -8.0% | -14.8% |
| 3M | -13.1% | -17.1% | +4.0% | -9.6% |
| 6M | -13.3% | +16.4% | -29.7% | -25.1% |
| YTD | -25.2% | +64.3% | -89.5% | -47.0% |
| 1Y | -27.2% | +137.7% | -164.9% | -59.1% |
| 3Y | +49.2% | +189.1% | -139.9% | -36.3% |
| All | -2.1% | +80.3% | -82.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling