+22.5%
MA vs CCL
+17.9%
+4.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.3% | -3.3% | +2.8% |
| 7D | +10.2% | +11.6% | -1.4% | +8.4% |
| 30D | +19.3% | +22.5% | -3.2% | +15.8% |
| 3M | +18.0% | +6.4% | +11.6% | +17.0% |
| 6M | +33.7% | +23.4% | +10.3% | +28.8% |
| YTD | +18.6% | +4.2% | +14.4% | +17.8% |
| 1Y | +22.5% | +21.9% | +0.6% | +16.2% |
| All | +22.5% | +17.9% | +4.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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