+29.3%
CCL vs TRI
+561.6%
-532.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +3.1% |
| 7D | -5.0% | -0.5% | -4.5% | -5.1% |
| 30D | -20.3% | +7.9% | -28.2% | -24.3% |
| 3M | -15.1% | +24.1% | -39.2% | -27.0% |
| 6M | -15.1% | +3.8% | -18.9% | -21.7% |
| YTD | -21.8% | -16.9% | -4.9% | -19.6% |
| 1Y | -24.8% | -38.4% | +13.6% | -6.9% |
| 3Y | +51.9% | -12.2% | +64.1% | +46.3% |
| 5Y | +4.0% | -1.8% | +5.8% | -7.1% |
| 10Y | -42.2% | +207.6% | -249.8% | -74.1% |
| All | +29.3% | +561.6% | -532.4% | -67.2% |
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