-41.7%
CCL vs MTB
+172.8%
-214.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -4.4% | +1.1% | -5.5% | -5.4% |
| 30D | -18.2% | -4.6% | -13.6% | -14.5% |
| 3M | -17.7% | +6.3% | -24.0% | -22.2% |
| 6M | -13.0% | +15.6% | -28.6% | -23.6% |
| YTD | -24.5% | +20.6% | -45.0% | -36.3% |
| 1Y | -26.9% | +22.5% | -49.5% | -39.3% |
| 3Y | +50.8% | +114.4% | -63.7% | -26.4% |
| 5Y | -0.9% | +101.9% | -102.8% | -51.7% |
| 10Y | -41.7% | +170.4% | -212.1% | -74.3% |
| All | -41.7% | +172.8% | -214.5% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling