+17.0%
CCL vs TEM
+10.9%
+6.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -1.5% | +5.1% | -6.6% | -2.1% |
| 30D | +16.5% | +16.8% | -0.4% | +14.5% |
| 3M | +11.2% | +42.6% | -31.4% | +4.5% |
| 6M | +22.6% | +63.9% | -41.3% | +10.3% |
| YTD | +2.6% | +34.5% | -31.9% | -6.3% |
| 1Y | +17.0% | +11.0% | +6.0% | +8.4% |
| All | +17.0% | +10.9% | +6.0% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling