+22.2%
CCL vs TPR
+253.5%
-231.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +2.6% | +14.2% | -11.6% | -5.7% |
| 30D | +13.1% | +17.1% | -4.0% | +2.2% |
| 3M | +3.3% | -17.7% | +21.0% | +13.5% |
| 6M | +8.7% | -10.2% | +18.9% | +11.8% |
| YTD | -1.6% | +4.9% | -6.5% | -8.1% |
| 1Y | +14.0% | +36.1% | -22.2% | -10.1% |
| 3Y | +145.1% | +416.5% | -271.3% | -30.2% |
| All | +22.2% | +253.5% | -231.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling