-6.2%
CCL vs MULL
+2,620.5%
-2,626.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.7% |
| 7D | -4.4% | +14.8% | -19.2% | -5.8% |
| 30D | -18.2% | +36.6% | -54.8% | -21.2% |
| 3M | -17.7% | -8.9% | -8.8% | -21.2% |
| 6M | -13.0% | +311.9% | -324.9% | -36.8% |
| YTD | -24.5% | +579.8% | -604.3% | -50.6% |
| 1Y | -26.9% | +2,421.5% | -2,448.5% | -63.8% |
| All | -6.2% | +2,620.5% | -2,626.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling