+33.9%
CCL vs TPR
+230.3%
-196.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | +13.1% | +15.1% | -2.0% | +3.2% |
| 3M | +3.4% | +3.5% | -0.1% | +0.4% |
| 6M | +18.7% | +0.4% | +18.3% | +14.4% |
| YTD | -2.3% | +4.6% | -6.9% | -8.7% |
| 1Y | +14.2% | +33.1% | -18.9% | -8.8% |
| 3Y | +133.6% | +396.0% | -262.4% | -33.0% |
| All | +33.9% | +230.3% | -196.4% | -47.7% |
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