+47.5%
CCL vs MTUM
+112.0%
-64.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +1.0% |
| 7D | -4.3% | +1.2% | -5.5% | -5.6% |
| 30D | -19.0% | -1.7% | -17.3% | -17.8% |
| 3M | -13.1% | -0.5% | -12.6% | -15.6% |
| 6M | -13.3% | +22.3% | -35.6% | -35.2% |
| YTD | -25.2% | +21.4% | -46.6% | -43.6% |
| 1Y | -27.2% | +20.0% | -47.2% | -44.5% |
| All | +47.5% | +112.0% | -64.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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