+174.8%
MS vs CCL
+145.8%
+29.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.0% | +1.8% |
| 7D | +0.7% | +3.1% | -2.3% | -0.2% |
| 30D | -0.9% | +17.5% | -18.5% | -5.9% |
| 3M | -13.0% | +6.8% | -19.8% | -15.1% |
| 6M | -2.0% | +18.7% | -20.7% | -8.2% |
| YTD | +7.8% | +3.0% | +4.8% | +4.4% |
| 1Y | +17.9% | +17.7% | +0.1% | +8.5% |
| 3Y | +174.8% | +155.6% | +19.2% | +90.0% |
| All | +174.8% | +145.8% | +29.0% | +90.0% |
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 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