+61.5%
CCL vs TRI
+584.3%
-522.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | -2.9% | +1.7% | +0.2% |
| 30D | +13.1% | +3.7% | +9.4% | +9.9% |
| 3M | +3.4% | +3.7% | -0.3% | -1.2% |
| 6M | +18.7% | +35.1% | -16.4% | -5.8% |
| YTD | -2.3% | -14.0% | +11.8% | -3.1% |
| 1Y | +14.2% | -19.0% | +33.1% | +17.7% |
| 3Y | +133.6% | -12.0% | +145.6% | +121.6% |
| 5Y | +33.5% | +0.6% | +32.9% | +16.3% |
| 10Y | -32.8% | +225.4% | -258.2% | -71.2% |
| All | +61.5% | +584.3% | -522.8% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling