+33.6%
CCL vs MTB
+65.9%
-32.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.6% |
| 7D | +5.8% | -0.7% | +6.5% | +6.5% |
| 30D | +17.3% | +1.4% | +15.8% | +16.1% |
| 3M | +11.3% | -11.6% | +22.9% | +23.3% |
| 6M | +18.5% | +5.4% | +13.1% | +13.3% |
| YTD | +2.8% | +11.7% | -9.0% | -5.9% |
| 1Y | +16.7% | +20.5% | -3.8% | +0.6% |
| 3Y | +146.0% | +104.5% | +41.5% | +40.6% |
| 5Y | +33.6% | +65.1% | -31.4% | -12.6% |
| All | +33.6% | +65.9% | -32.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling