-0.9%
CCL vs TE
-43.0%
+42.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.7% |
| 7D | -4.4% | +15.0% | -19.4% | -6.4% |
| 30D | -18.2% | -7.5% | -10.7% | -17.6% |
| 3M | -17.7% | -42.0% | +24.3% | -13.1% |
| 6M | -13.0% | -31.4% | +18.4% | -13.0% |
| YTD | -24.5% | -26.5% | +2.0% | -26.6% |
| 1Y | -26.9% | +153.1% | -180.0% | -45.4% |
| 3Y | +50.8% | -20.7% | +71.4% | +28.7% |
| 5Y | -0.9% | -45.4% | +44.5% | -16.7% |
| All | -0.9% | -43.0% | +42.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling