-7.2%
CCL vs MULL
+2,366.2%
-2,373.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.3% | -0.1% |
| 7D | -4.3% | +3.6% | -7.9% | -4.8% |
| 30D | -19.0% | +22.0% | -41.0% | -21.1% |
| 3M | -13.1% | -8.6% | -4.5% | -17.0% |
| 6M | -13.3% | +248.5% | -261.8% | -35.7% |
| YTD | -25.2% | +516.3% | -541.5% | -50.6% |
| 1Y | -27.2% | +2,036.6% | -2,063.8% | -63.0% |
| All | -7.2% | +2,366.2% | -2,373.3% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling