+607.1%
MS vs CCL
-30.6%
+637.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | -3.8% | +13.1% | -16.9% | -7.2% |
| 3M | -14.6% | +3.3% | -17.9% | -15.8% |
| 6M | -5.1% | +8.7% | -13.8% | -8.4% |
| YTD | +4.5% | -1.6% | +6.1% | +2.7% |
| 1Y | +13.5% | +14.0% | -0.4% | +6.4% |
| 3Y | +160.4% | +145.1% | +15.3% | +89.7% |
| 5Y | +112.9% | +21.2% | +91.6% | +73.4% |
| All | +607.1% | -30.6% | +637.7% | +573.0% |
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