+578.8%
MS vs CCL
-27.9%
+606.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.0% | +1.9% |
| 7D | +0.7% | +3.1% | -2.3% | -0.1% |
| 30D | -0.9% | +17.5% | -18.5% | -5.5% |
| 3M | -13.0% | +6.8% | -19.8% | -15.0% |
| 6M | -2.0% | +18.7% | -20.7% | -7.8% |
| YTD | +7.8% | +3.0% | +4.8% | +4.5% |
| 1Y | +17.9% | +17.7% | +0.1% | +9.5% |
| 3Y | +174.8% | +155.6% | +19.2% | +97.7% |
| 5Y | +119.9% | +30.2% | +89.7% | +75.3% |
| 10Y | +578.8% | -28.5% | +607.3% | +519.0% |
| All | +578.8% | -27.9% | +606.7% | +519.0% |
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