+20.0%
CCL vs TRU
+15.7%
+4.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | -0.3% | -2.2% | +1.8% | +0.2% |
| 30D | +10.3% | +20.2% | -9.8% | +5.2% |
| 3M | +6.6% | +2.2% | +4.3% | +6.1% |
| 6M | +20.0% | +17.6% | +2.4% | +13.0% |
| All | +20.0% | +15.7% | +4.3% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling