+553.1%
MA vs CCL
-30.2%
+583.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | +3.1% | -0.8% | +1.6% |
| 30D | +14.7% | +13.7% | +1.0% | +11.5% |
| 3M | +13.5% | +3.8% | +9.7% | +12.1% |
| 6M | +33.1% | +9.3% | +23.9% | +29.3% |
| YTD | +15.1% | -1.1% | +16.2% | +13.1% |
| 1Y | +18.7% | +14.6% | +4.2% | +12.7% |
| 3Y | +72.1% | +146.4% | -74.3% | +32.5% |
| 5Y | +92.8% | +21.9% | +70.9% | +61.9% |
| All | +553.1% | -30.2% | +583.3% | +478.8% |
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