-24.8%
CCL vs MTB
+23.4%
-48.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | +1.7% | -6.8% | -6.8% |
| 30D | -20.3% | -4.2% | -16.2% | -16.7% |
| 3M | -15.1% | +8.9% | -24.0% | -22.5% |
| 6M | -15.1% | +10.9% | -26.0% | -24.7% |
| YTD | -21.8% | +21.5% | -43.3% | -35.8% |
| 1Y | -24.8% | +21.9% | -46.7% | -42.8% |
| All | -24.8% | +23.4% | -48.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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