-42.6%
CCL vs TRV
+306.9%
-349.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | -0.5% |
| 7D | -3.2% | +1.9% | -5.2% | -4.8% |
| 30D | -17.8% | +1.7% | -19.5% | -19.1% |
| 3M | -18.7% | +23.9% | -42.6% | -33.1% |
| 6M | -11.4% | +26.3% | -37.7% | -28.7% |
| YTD | -24.3% | +30.8% | -55.1% | -41.1% |
| 1Y | -28.8% | +36.3% | -65.1% | -46.8% |
| 3Y | +49.3% | +145.0% | -95.7% | -39.4% |
| 5Y | +1.6% | +163.9% | -162.3% | -63.1% |
| All | -42.6% | +306.9% | -349.6% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling