+27.4%
CCL vs MULL
+1,351.1%
-1,323.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +24.0% | -24.2% | -2.5% |
| 7D | -1.5% | -2.5% | +1.0% | -2.2% |
| 30D | +16.5% | -40.1% | +56.5% | +20.3% |
| 3M | +11.2% | -28.2% | +39.4% | +11.6% |
| 6M | +22.6% | -39.6% | +62.2% | +15.7% |
| YTD | +2.6% | +262.6% | -260.0% | -30.1% |
| 1Y | +17.0% | +366.2% | -349.2% | -24.8% |
| All | +27.4% | +1,351.1% | -1,323.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling