-43.4%
CCL vs TRU
+144.8%
-188.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | -9.4% | +5.1% | +2.5% |
| 30D | -19.0% | -4.1% | -14.9% | -17.1% |
| 3M | -13.1% | +13.6% | -26.7% | -22.5% |
| 6M | -13.3% | +3.6% | -16.9% | -17.6% |
| YTD | -25.2% | -9.8% | -15.4% | -23.0% |
| 1Y | -27.2% | -13.6% | -13.6% | -23.4% |
| 3Y | +49.2% | -2.0% | +51.2% | +30.6% |
| 5Y | +0.4% | -35.8% | +36.2% | +26.4% |
| All | -43.4% | +144.8% | -188.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling