+49.0%
CCL vs TRI
-19.2%
+68.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -4.4% | -8.4% | +4.0% | -3.1% |
| 30D | -18.2% | -6.5% | -11.7% | -17.5% |
| 3M | -17.7% | +18.6% | -36.3% | -20.7% |
| 6M | -13.0% | -10.4% | -2.6% | -10.4% |
| YTD | -24.5% | -23.7% | -0.8% | -16.6% |
| 1Y | -26.9% | -42.5% | +15.5% | -8.7% |
| All | +49.0% | -19.2% | +68.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling