-2.1%
CCL vs TDY
+37.4%
-39.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -4.3% | -1.9% | -2.4% | -2.7% |
| 30D | -19.0% | -12.5% | -6.5% | -8.7% |
| 3M | -13.1% | -0.8% | -12.3% | -12.9% |
| 6M | -13.3% | -9.0% | -4.3% | -6.1% |
| YTD | -25.2% | +16.8% | -42.0% | -36.9% |
| 1Y | -27.2% | +9.5% | -36.7% | -34.8% |
| 3Y | +49.2% | +45.4% | +3.8% | -0.3% |
| All | -2.1% | +37.4% | -39.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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