-31.9%
CCL vs TEL
+708.6%
-740.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | +0.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.8% |
| 30D | -20.0% | -4.9% | -15.1% | -17.2% |
| 3M | -13.7% | +0.1% | -13.7% | -14.2% |
| 6M | -9.0% | +0.4% | -9.4% | -9.9% |
| YTD | -22.8% | -8.9% | -13.9% | -18.2% |
| 1Y | -25.3% | -0.3% | -25.0% | -26.7% |
| 3Y | +54.1% | +67.6% | -13.5% | -0.6% |
| 5Y | +3.5% | +50.7% | -47.2% | -24.3% |
| 10Y | -41.0% | +288.6% | -329.7% | -75.4% |
| All | -31.9% | +708.6% | -740.5% | -84.0% |
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