+795.8%
CCL vs TRV
+6,550.0%
-5,754.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -20.0% | -4.9% | -15.1% | -17.7% |
| 3M | -13.7% | +23.7% | -37.4% | -24.1% |
| 6M | -9.0% | +20.3% | -29.3% | -18.9% |
| YTD | -22.8% | +27.1% | -49.9% | -33.4% |
| 1Y | -25.3% | +35.3% | -60.6% | -38.0% |
| 3Y | +54.1% | +139.8% | -85.7% | -10.2% |
| 5Y | +3.5% | +153.9% | -150.4% | -41.8% |
| 10Y | -41.0% | +285.9% | -326.9% | -72.1% |
| All | +795.8% | +6,550.0% | -5,754.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling