-37.9%
CCL vs TE
-79.9%
+41.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.5% | +3.1% | -3.3% |
| 7D | -0.3% | -13.6% | +13.3% | +1.6% |
| 30D | +10.3% | -37.7% | +48.0% | +16.9% |
| 3M | +6.6% | -59.8% | +66.4% | +19.4% |
| 6M | +20.0% | -66.3% | +86.3% | +33.0% |
| YTD | -1.9% | -70.5% | +68.6% | +7.2% |
| 1Y | +10.4% | -48.8% | +59.3% | +9.1% |
| 3Y | +134.8% | +31.3% | +103.5% | +54.2% |
| 5Y | +34.0% | -82.0% | +116.0% | +32.5% |
| All | -37.9% | -79.9% | +41.9% | -49.1% |
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