-13.0%
CCL vs MTUM
+608.1%
-621.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.7% |
| 7D | -0.1% | +4.1% | -4.2% | -4.5% |
| 30D | -20.0% | -0.2% | -19.8% | -20.0% |
| 3M | -13.7% | -1.9% | -11.7% | -14.2% |
| 6M | -9.0% | +28.1% | -37.1% | -33.7% |
| YTD | -22.8% | +23.6% | -46.4% | -41.4% |
| 1Y | -25.3% | +26.1% | -51.4% | -44.8% |
| 3Y | +54.1% | +116.8% | -62.8% | -37.4% |
| 5Y | +3.5% | +80.0% | -76.5% | -46.8% |
| 10Y | -41.0% | +346.4% | -387.5% | -87.8% |
| All | -13.0% | +608.1% | -621.1% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling