+938.2%
MU vs CCL
+32.6%
+905.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | -1.2% | +14.0% | +13.3% |
| 30D | -14.9% | +13.1% | -28.0% | -18.7% |
| 3M | -18.0% | +3.4% | -21.4% | -19.7% |
| 6M | -3.1% | +18.7% | -21.8% | -10.1% |
| YTD | +172.9% | -2.3% | +175.2% | +167.9% |
| 1Y | +228.8% | +14.2% | +214.6% | +203.5% |
| 3Y | +950.8% | +133.6% | +817.3% | +633.0% |
| All | +938.2% | +32.6% | +905.6% | +721.3% |
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