+9.7%
MCD vs CCL
+148.1%
-138.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.9% |
| 30D | +16.6% | +16.5% | +0.2% | +15.7% |
| 3M | +0.9% | +11.2% | -10.3% | +0.3% |
| 6M | +1.5% | +22.6% | -21.1% | +0.2% |
| YTD | -8.3% | +2.6% | -10.9% | -9.0% |
| 1Y | -8.1% | +17.0% | -25.1% | -9.3% |
| All | +9.7% | +148.1% | -138.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling