-28.8%
CCL vs MULL
+1,810.7%
-1,839.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -3.2% | -8.4% | +5.2% | -2.8% |
| 30D | -17.8% | +9.7% | -27.5% | -18.5% |
| 3M | -18.7% | -26.8% | +8.1% | -19.4% |
| 6M | -11.4% | +220.7% | -232.1% | -26.2% |
| YTD | -24.3% | +509.0% | -533.4% | -40.4% |
| 1Y | -28.8% | +1,739.5% | -1,768.3% | -45.0% |
| All | -28.8% | +1,810.7% | -1,839.5% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling