-52.7%
CCL vs TE
-53.2%
+0.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | -19.0% | -16.3% | -2.7% | -17.3% |
| 3M | -13.1% | -40.8% | +27.7% | -8.5% |
| 6M | -13.3% | -42.6% | +29.3% | -11.0% |
| YTD | -25.2% | -31.4% | +6.2% | -26.6% |
| 1Y | -27.2% | +144.9% | -172.1% | -45.3% |
| 3Y | +49.2% | -26.0% | +75.2% | +25.4% |
| 5Y | +0.4% | -48.5% | +48.8% | -13.8% |
| All | -52.7% | -53.2% | +0.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling