+54.1%
CCL vs MTB
+118.5%
-64.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -0.1% | +2.8% | -2.9% | -2.6% |
| 30D | -20.0% | -4.2% | -15.8% | -16.8% |
| 3M | -13.7% | +7.8% | -21.4% | -19.3% |
| 6M | -9.0% | +14.8% | -23.8% | -19.4% |
| YTD | -22.8% | +20.8% | -43.6% | -34.5% |
| 1Y | -25.3% | +23.1% | -48.4% | -37.7% |
| 3Y | +54.1% | +114.8% | -60.8% | -16.8% |
| All | +54.1% | +118.5% | -64.5% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling