-34.0%
CCL vs MSI
+664.3%
-698.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -3.5% |
| 30D | +13.1% | +17.6% | -4.5% | -0.1% |
| 3M | +3.4% | +14.5% | -11.1% | -7.3% |
| 6M | +18.7% | +34.3% | -15.5% | -6.7% |
| YTD | -2.3% | +39.7% | -42.0% | -27.2% |
| 1Y | +14.2% | +40.2% | -26.0% | -15.3% |
| 3Y | +133.6% | +77.1% | +56.4% | +36.6% |
| 5Y | +33.5% | +124.0% | -90.5% | -37.3% |
| All | -34.0% | +664.3% | -698.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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