-42.6%
CCL vs MOH
+264.4%
-307.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -17.8% | -0.9% | -16.9% | -17.7% |
| 3M | -18.7% | +5.7% | -24.4% | -19.5% |
| 6M | -11.4% | +39.1% | -50.5% | -16.3% |
| YTD | -24.3% | +17.7% | -42.0% | -27.7% |
| 1Y | -28.8% | +8.4% | -37.2% | -31.4% |
| 3Y | +49.3% | -36.6% | +85.9% | +51.0% |
| 5Y | +1.6% | -19.1% | +20.7% | -4.2% |
| All | -42.6% | +264.4% | -307.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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