+15,614.6%
MA vs CCL
+10.1%
+15,604.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +2.6% | -0.3% | +1.5% |
| 30D | +14.7% | +13.1% | +1.6% | +10.5% |
| 3M | +13.5% | +3.3% | +10.2% | +11.7% |
| 6M | +33.1% | +8.7% | +24.4% | +28.0% |
| YTD | +15.1% | -1.6% | +16.7% | +12.2% |
| 1Y | +18.7% | +14.0% | +4.8% | +10.4% |
| 3Y | +72.1% | +145.1% | -73.1% | +19.3% |
| 5Y | +92.8% | +21.2% | +71.6% | +49.7% |
| 10Y | +571.6% | -29.8% | +601.5% | +395.6% |
| All | +15,614.6% | +10.1% | +15,604.5% | +8,299.9% |
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