+105.1%
CCL vs TEM
+111.1%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.0% | -6.9% | +2.7% |
| 7D | +3.1% | +7.6% | -4.5% | +1.9% |
| 30D | +17.5% | +19.0% | -1.5% | +14.5% |
| 3M | +6.8% | +62.2% | -55.4% | -2.3% |
| 6M | +18.7% | +69.4% | -50.6% | +6.8% |
| YTD | +3.0% | +43.0% | -40.0% | -5.7% |
| 1Y | +17.7% | +18.0% | -0.3% | +10.6% |
| All | +105.1% | +111.1% | -6.0% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling