+18.7%
CCL vs MTB
+7.5%
+11.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -1.2% | +1.5% | -2.7% | -2.5% |
| 30D | +13.1% | +2.3% | +10.8% | +11.4% |
| 3M | +3.4% | -12.1% | +15.5% | +17.0% |
| 6M | +18.7% | +9.8% | +8.9% | -1.4% |
| All | +18.7% | +7.5% | +11.2% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling