-31.8%
CCL vs MKTX
+1,445.7%
-1,477.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -20.0% | +1.0% | -20.9% | -20.2% |
| 3M | -13.7% | +41.3% | -54.9% | -21.6% |
| 6M | -9.0% | -11.3% | +2.3% | -7.8% |
| YTD | -22.8% | -8.6% | -14.3% | -22.6% |
| 1Y | -25.3% | -11.1% | -14.3% | -24.8% |
| 3Y | +54.1% | -24.5% | +78.6% | +56.1% |
| 5Y | +3.5% | -61.4% | +64.9% | +23.0% |
| 10Y | -41.0% | +6.8% | -47.9% | -49.8% |
| All | -31.8% | +1,445.7% | -1,477.5% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling