-50.5%
CCL vs TE
-53.0%
+2.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -5.0% | -4.0% | -1.1% | -4.6% |
| 30D | -20.3% | -15.9% | -4.4% | -18.7% |
| 3M | -15.1% | -60.5% | +45.4% | -5.5% |
| 6M | -15.1% | -35.2% | +20.1% | -14.4% |
| YTD | -21.8% | -31.1% | +9.4% | -23.2% |
| 1Y | -24.8% | +148.6% | -173.4% | -43.6% |
| 3Y | +51.9% | -26.4% | +78.3% | +28.0% |
| 5Y | +4.0% | -48.0% | +52.1% | -10.6% |
| All | -50.5% | -53.0% | +2.4% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling