-27.2%
CCL vs MTB
+22.5%
-49.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.5% |
| 7D | -4.3% | -0.4% | -3.9% | -3.9% |
| 30D | -19.0% | -4.6% | -14.4% | -14.9% |
| 3M | -13.1% | +7.4% | -20.5% | -19.6% |
| 6M | -13.3% | +18.7% | -32.0% | -27.7% |
| YTD | -25.2% | +21.1% | -46.3% | -38.5% |
| 1Y | -27.2% | +24.1% | -51.3% | -45.4% |
| All | -27.2% | +22.5% | -49.7% | -45.4% |
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