-41.7%
CCL vs MSI
+593.5%
-635.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -4.4% | -4.0% | -0.4% | -1.4% |
| 30D | -18.2% | -0.5% | -17.7% | -18.2% |
| 3M | -17.7% | +11.4% | -29.1% | -25.0% |
| 6M | -13.0% | +1.0% | -14.0% | -15.3% |
| YTD | -24.5% | +20.7% | -45.1% | -36.7% |
| 1Y | -26.9% | -2.7% | -24.3% | -27.8% |
| 3Y | +50.8% | +68.2% | -17.4% | -8.4% |
| 5Y | -0.9% | +100.0% | -100.9% | -49.0% |
| 10Y | -41.7% | +596.9% | -638.6% | -82.4% |
| All | -41.7% | +593.5% | -635.2% | -82.4% |
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