+13,824.2%
MA vs CCL
-12.5%
+13,836.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | -5.0% | +2.3% | -1.2% |
| 30D | +1.5% | -20.3% | +21.9% | +8.3% |
| 3M | +20.4% | -15.1% | +35.6% | +25.5% |
| 6M | +11.1% | -15.1% | +26.3% | +14.3% |
| YTD | +2.0% | -21.8% | +23.7% | +6.9% |
| 1Y | -2.2% | -24.8% | +22.6% | +3.0% |
| 3Y | +41.9% | +51.9% | -10.0% | +13.7% |
| 5Y | +75.4% | +4.0% | +71.3% | +42.1% |
| 10Y | +527.5% | -42.2% | +569.8% | +388.5% |
| All | +13,824.2% | -12.5% | +13,836.6% | +7,901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling