-20.6%
CCL vs MKSI
+2,206.8%
-2,227.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.9% |
| 7D | -0.1% | +7.7% | -7.9% | -2.5% |
| 30D | -20.0% | -12.9% | -7.1% | -16.7% |
| 3M | -13.7% | -14.8% | +1.2% | -11.5% |
| 6M | -9.0% | +26.6% | -35.7% | -17.9% |
| YTD | -22.8% | +66.6% | -89.4% | -36.5% |
| 1Y | -25.3% | +144.6% | -169.9% | -46.2% |
| 3Y | +54.1% | +193.1% | -139.1% | +0.7% |
| 5Y | +3.5% | +88.6% | -85.1% | -22.8% |
| 10Y | -41.0% | +490.9% | -531.9% | -67.1% |
| All | -20.6% | +2,206.8% | -2,227.4% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling