-42.6%
CCL vs MKTX
+5.0%
-47.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -17.8% | +0.7% | -18.5% | -17.9% |
| 3M | -18.7% | +40.8% | -59.5% | -24.3% |
| 6M | -11.4% | -8.0% | -3.4% | -10.7% |
| YTD | -24.3% | -8.7% | -15.6% | -23.7% |
| 1Y | -28.8% | -11.8% | -17.0% | -27.9% |
| 3Y | +49.3% | -24.0% | +73.4% | +51.0% |
| 5Y | +1.6% | -60.3% | +61.9% | +14.8% |
| All | -42.6% | +5.0% | -47.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling