-26.9%
CCL vs TEM
-24.0%
-3.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.5% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | -18.2% | +11.3% | -29.5% | -20.0% |
| 3M | -17.7% | +25.5% | -43.2% | -22.0% |
| 6M | -13.0% | +17.1% | -30.1% | -17.5% |
| YTD | -24.5% | +3.8% | -28.3% | -27.6% |
| 1Y | -26.9% | -24.4% | -2.6% | -27.6% |
| All | -26.9% | -24.0% | -3.0% | -27.6% |
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