+554.8%
MA vs CCL
-27.9%
+582.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -1.0% |
| 30D | +11.3% | +17.5% | -6.2% | +7.5% |
| 3M | +16.7% | +6.8% | +9.9% | +14.5% |
| 6M | +32.8% | +18.7% | +14.1% | +26.7% |
| YTD | +15.6% | +3.0% | +12.6% | +12.6% |
| 1Y | +19.6% | +17.7% | +1.9% | +12.8% |
| 3Y | +72.1% | +155.6% | -83.5% | +31.4% |
| 5Y | +96.0% | +30.2% | +65.9% | +62.2% |
| 10Y | +554.8% | -28.5% | +583.2% | +470.6% |
| All | +554.8% | -27.9% | +582.6% | +470.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling