-25.3%
CCL vs MSI
-2.0%
-23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -0.1% | -5.8% | +5.6% | +0.8% |
| 30D | -20.0% | -1.0% | -19.0% | -19.9% |
| 3M | -13.7% | +14.2% | -27.8% | -16.0% |
| 6M | -9.0% | +1.0% | -10.1% | -10.4% |
| YTD | -22.8% | +21.5% | -44.3% | -24.9% |
| 1Y | -25.3% | -2.1% | -23.2% | -23.8% |
| All | -25.3% | -2.0% | -23.3% | -23.8% |
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