+1,042.5%
CCL vs MOS
+122.8%
+919.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.3% | -8.8% | -6.5% |
| 7D | +2.6% | +22.5% | -19.9% | -3.7% |
| 30D | +11.3% | +6.6% | +4.7% | +8.6% |
| 3M | +0.3% | -3.8% | +4.1% | +0.3% |
| 6M | +16.1% | -2.2% | +18.3% | +15.3% |
| YTD | -1.6% | -4.8% | +3.2% | -3.2% |
| 1Y | +11.8% | -11.7% | +23.5% | +12.2% |
| 3Y | +139.6% | -26.5% | +166.1% | +146.7% |
| 5Y | +21.3% | -32.2% | +53.5% | +24.8% |
| 10Y | -29.8% | +10.2% | -40.0% | -39.5% |
| All | +1,042.5% | +122.8% | +919.7% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling