+161.8%
MS vs CCL
+137.7%
+24.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.4% | -4.2% |
| 7D | -3.4% | +2.6% | -6.0% | -4.2% |
| 30D | -3.9% | +11.3% | -15.2% | -7.1% |
| 3M | -15.9% | +0.3% | -16.2% | -16.2% |
| 6M | -2.5% | +16.1% | -18.6% | -8.2% |
| YTD | +5.1% | -1.6% | +6.6% | +3.2% |
| 1Y | +13.0% | +11.8% | +1.2% | +5.7% |
| All | +161.8% | +137.7% | +24.2% | +76.5% |
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