+119.9%
MS vs CCL
+28.4%
+91.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.0% | +2.0% |
| 7D | +0.7% | +3.1% | -2.3% | -0.1% |
| 30D | -0.9% | +17.5% | -18.5% | -5.1% |
| 3M | -13.0% | +6.8% | -19.8% | -14.8% |
| 6M | -2.0% | +18.7% | -20.7% | -7.3% |
| YTD | +7.8% | +3.0% | +4.8% | +4.8% |
| 1Y | +17.9% | +17.7% | +0.1% | +10.2% |
| 3Y | +174.8% | +155.6% | +19.2% | +106.5% |
| 5Y | +119.9% | +30.2% | +89.7% | +83.4% |
| All | +119.9% | +28.4% | +91.4% | +83.4% |
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