+6,288.2%
MS vs CCL
+377.9%
+5,910.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -5.0% | +6.4% | +3.6% |
| 30D | -0.3% | -20.3% | +20.1% | +10.0% |
| 3M | +0.3% | -15.1% | +15.4% | +6.7% |
| 6M | +31.3% | -15.1% | +46.4% | +37.8% |
| YTD | +24.7% | -21.8% | +46.4% | +34.3% |
| 1Y | +47.9% | -24.8% | +72.7% | +59.9% |
| 3Y | +178.3% | +51.9% | +126.5% | +106.3% |
| 5Y | +144.9% | +4.0% | +140.9% | +79.3% |
| 10Y | +804.5% | -42.2% | +846.8% | +505.0% |
| All | +6,288.2% | +377.9% | +5,910.3% | +1,607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling