-18.1%
CCL vs TDY
+7,071.3%
-7,089.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | -20.0% | -12.5% | -7.5% | -15.7% |
| 3M | -13.7% | -1.2% | -12.5% | -13.2% |
| 6M | -9.0% | -6.6% | -2.4% | -6.4% |
| YTD | -22.8% | +18.5% | -41.3% | -27.9% |
| 1Y | -25.3% | +10.8% | -36.1% | -28.3% |
| 3Y | +54.1% | +47.5% | +6.6% | +33.0% |
| 5Y | +3.5% | +35.8% | -32.3% | -6.3% |
| 10Y | -41.0% | +459.0% | -500.0% | -62.0% |
| All | -18.1% | +7,071.3% | -7,089.4% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling