-13.8%
CCL vs TEL
+753.4%
-767.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -1.2% | +4.5% | -5.7% | -4.6% |
| 30D | +13.1% | +2.9% | +10.2% | +10.3% |
| 3M | +3.4% | +1.1% | +2.2% | +1.4% |
| 6M | +18.7% | +5.0% | +13.7% | +13.0% |
| YTD | -2.3% | -3.9% | +1.6% | -1.3% |
| 1Y | +14.2% | -7.4% | +21.6% | +18.3% |
| 3Y | +133.6% | +81.0% | +52.6% | +41.1% |
| 5Y | +33.5% | +42.3% | -8.8% | +1.3% |
| 10Y | -32.8% | +284.8% | -317.6% | -72.2% |
| All | -13.8% | +753.4% | -767.1% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling