+93.5%
CCL vs TLN
+602.5%
-508.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | -0.1% | +10.9% | -11.0% | -2.9% |
| 30D | -20.0% | -6.3% | -13.7% | -18.8% |
| 3M | -13.7% | -10.7% | -3.0% | -11.9% |
| 6M | -9.0% | +1.6% | -10.6% | -10.8% |
| YTD | -22.8% | -13.1% | -9.7% | -21.8% |
| 1Y | -25.3% | -15.1% | -10.3% | -24.6% |
| 3Y | +54.1% | +495.0% | -440.9% | -19.6% |
| All | +93.5% | +602.5% | -508.9% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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