+1.4%
CCL vs MSI
+103.4%
-102.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -5.0% | -3.7% | -1.4% | -2.9% |
| 30D | -20.3% | +6.8% | -27.2% | -24.1% |
| 3M | -15.1% | +14.3% | -29.4% | -22.7% |
| 6M | -15.1% | -1.6% | -13.5% | -15.1% |
| YTD | -21.8% | +22.8% | -44.6% | -33.6% |
| 1Y | -24.8% | -1.1% | -23.7% | -25.5% |
| 3Y | +51.9% | +70.5% | -18.6% | -6.9% |
| All | +1.4% | +103.4% | -102.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling