+104.6%
CCL vs TEM
+101.4%
+3.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | +5.8% | +3.5% | +2.3% | +5.2% |
| 30D | +17.3% | +13.5% | +3.7% | +14.9% |
| 3M | +11.3% | +46.3% | -34.9% | +3.4% |
| 6M | +18.5% | +61.5% | -43.1% | +7.2% |
| YTD | +2.8% | +36.4% | -33.6% | -5.3% |
| 1Y | +16.7% | +12.2% | +4.5% | +10.4% |
| All | +104.6% | +101.4% | +3.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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