-44.7%
CCL vs TRU
+238.0%
-282.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.1% | +4.2% |
| 7D | -5.0% | -6.8% | +1.7% | -0.6% |
| 30D | -20.3% | 0.0% | -20.4% | -20.9% |
| 3M | -15.1% | +13.3% | -28.4% | -23.7% |
| 6M | -15.1% | +3.4% | -18.5% | -19.0% |
| YTD | -21.8% | -6.4% | -15.4% | -21.5% |
| 1Y | -24.8% | -9.7% | -15.1% | -23.5% |
| 3Y | +51.9% | +0.1% | +51.7% | +32.9% |
| 5Y | +4.0% | -34.0% | +38.1% | +26.0% |
| 10Y | -42.2% | +147.9% | -190.1% | -61.0% |
| All | -44.7% | +238.0% | -282.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling