+14.2%
CCL vs MSI
+37.5%
-23.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.5% |
| 30D | +13.1% | +17.6% | -4.5% | +11.2% |
| 3M | +3.4% | +14.5% | -11.1% | +2.0% |
| 6M | +18.7% | +34.3% | -15.5% | +13.6% |
| YTD | -2.3% | +39.7% | -42.0% | -1.0% |
| 1Y | +14.2% | +40.2% | -26.0% | +18.8% |
| All | +14.2% | +37.5% | -23.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling