-1.5%
MCD vs CCL
+53.4%
-55.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -5.0% | +2.2% | -2.6% |
| 30D | -6.0% | -20.3% | +14.3% | -5.0% |
| 3M | -5.6% | -15.1% | +9.6% | -4.9% |
| 6M | -21.9% | -15.1% | -6.7% | -21.5% |
| YTD | -14.7% | -21.8% | +7.1% | -14.1% |
| 1Y | -17.3% | -24.8% | +7.5% | -16.7% |
| All | -1.5% | +53.4% | -55.0% | -3.9% |
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