-0.9%
CCL vs TRU
-36.4%
+35.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -4.4% | -6.5% | +2.1% | -0.5% |
| 30D | -18.2% | -2.5% | -15.7% | -17.4% |
| 3M | -17.7% | +10.4% | -28.1% | -24.2% |
| 6M | -13.0% | +1.6% | -14.6% | -15.7% |
| YTD | -24.5% | -9.7% | -14.8% | -22.2% |
| 1Y | -26.9% | -17.3% | -9.7% | -20.8% |
| 3Y | +50.8% | -1.8% | +52.6% | +38.9% |
| 5Y | -0.9% | -36.2% | +35.3% | +25.7% |
| All | -0.9% | -36.4% | +35.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling