-28.5%
CCL vs MOS
+6.2%
-34.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.2% |
| 7D | +3.1% | +19.7% | -16.6% | -6.5% |
| 30D | +17.5% | +21.5% | -4.0% | +5.5% |
| 3M | +6.8% | -0.4% | +7.2% | +4.8% |
| 6M | +18.7% | +4.5% | +14.2% | +12.7% |
| YTD | +3.0% | -2.9% | +5.9% | -2.3% |
| 1Y | +17.7% | -7.7% | +25.4% | +14.3% |
| 3Y | +155.6% | -25.6% | +181.3% | +159.9% |
| 5Y | +30.2% | -31.2% | +61.3% | +22.7% |
| 10Y | -28.5% | +2.8% | -31.3% | -62.8% |
| All | -28.5% | +6.2% | -34.6% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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