+146.4%
CCL vs MOS
-26.6%
+173.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.1% | +21.6% | -18.5% | -1.6% |
| 30D | +13.7% | +12.0% | +1.7% | +10.3% |
| 3M | +3.8% | -3.9% | +7.7% | +3.8% |
| 6M | +9.3% | -3.3% | +12.6% | +8.6% |
| YTD | -1.1% | -4.6% | +3.6% | -3.5% |
| 1Y | +14.6% | -7.0% | +21.5% | +12.1% |
| 3Y | +146.4% | -24.4% | +170.8% | +143.5% |
| All | +146.4% | -26.6% | +173.0% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling