+143.3%
CCL vs MSFU
+76.3%
+66.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.2% |
| 7D | -5.0% | -5.7% | +0.6% | -3.6% |
| 30D | -20.3% | +4.2% | -24.5% | -21.5% |
| 3M | -15.1% | +27.9% | -43.0% | -22.2% |
| 6M | -15.1% | +37.1% | -52.2% | -25.3% |
| YTD | -21.8% | -7.4% | -14.4% | -23.0% |
| 1Y | -24.8% | -19.6% | -5.2% | -22.6% |
| 3Y | +51.9% | +33.2% | +18.7% | +14.3% |
| All | +143.3% | +76.3% | +66.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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