-40.8%
CCL vs TPR
+325.8%
-366.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | -2.3% | -2.7% | -3.6% |
| 30D | -20.3% | -23.0% | +2.6% | -8.2% |
| 3M | -15.1% | -12.5% | -2.7% | -9.9% |
| 6M | -15.1% | -21.4% | +6.3% | -3.5% |
| YTD | -21.8% | -3.5% | -18.3% | -22.4% |
| 1Y | -24.8% | +17.4% | -42.1% | -34.9% |
| 3Y | +51.9% | +291.3% | -239.4% | -43.1% |
| 5Y | +4.0% | +241.9% | -237.9% | -58.4% |
| All | -40.8% | +325.8% | -366.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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