-35.1%
CCL vs TE
-78.2%
+43.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -1.5% | -22.0% | +20.4% | +1.7% |
| 30D | +16.5% | -33.6% | +50.1% | +22.3% |
| 3M | +11.2% | -61.1% | +72.3% | +25.0% |
| 6M | +22.6% | -64.7% | +87.3% | +35.0% |
| YTD | +2.6% | -68.1% | +70.7% | +10.9% |
| 1Y | +17.0% | -51.7% | +68.7% | +16.5% |
| 3Y | +145.5% | +42.0% | +103.5% | +59.5% |
| 5Y | +36.1% | -80.8% | +116.9% | +33.3% |
| All | -35.1% | -78.2% | +43.1% | -47.4% |
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