+112.4%
MS vs CCL
+20.8%
+91.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | -3.8% | +13.1% | -16.9% | -6.9% |
| 3M | -14.6% | +3.3% | -17.9% | -15.6% |
| 6M | -5.1% | +8.7% | -13.8% | -8.1% |
| YTD | +4.5% | -1.6% | +6.1% | +2.9% |
| 1Y | +13.5% | +14.0% | -0.4% | +7.0% |
| 3Y | +160.4% | +145.1% | +15.3% | +97.9% |
| All | +112.4% | +20.8% | +91.7% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling