-34.0%
CCL vs TRU
+183.1%
-217.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | +13.1% | +21.3% | -8.2% | -2.6% |
| 3M | +3.4% | +0.2% | +3.1% | +0.7% |
| 6M | +18.7% | +22.4% | -3.7% | -1.7% |
| YTD | -2.3% | -4.8% | +2.6% | -4.8% |
| 1Y | +14.2% | -0.2% | +14.4% | +7.3% |
| 3Y | +133.6% | +57.9% | +75.7% | +41.1% |
| 5Y | +33.5% | -26.1% | +59.6% | +48.7% |
| All | -34.0% | +183.1% | -217.1% | -54.5% |
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