-34.0%
CCL vs TEL
+283.7%
-317.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -1.2% | +4.5% | -5.7% | -5.8% |
| 30D | +13.1% | +2.9% | +10.2% | +9.1% |
| 3M | +3.4% | +1.1% | +2.2% | +0.3% |
| 6M | +18.7% | +5.0% | +13.7% | +10.0% |
| YTD | -2.3% | -3.9% | +1.6% | -2.8% |
| 1Y | +14.2% | -7.4% | +21.6% | +17.5% |
| 3Y | +133.6% | +81.0% | +52.6% | +6.5% |
| 5Y | +33.5% | +42.3% | -8.8% | -16.5% |
| All | -34.0% | +283.7% | -317.7% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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