+807.8%
CCL vs TRV
+6,617.1%
-5,809.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -20.3% | -3.4% | -16.9% | -18.8% |
| 3M | -15.1% | +26.4% | -41.5% | -26.4% |
| 6M | -15.1% | +19.3% | -34.4% | -24.0% |
| YTD | -21.8% | +28.3% | -50.1% | -32.9% |
| 1Y | -24.8% | +34.3% | -59.1% | -37.3% |
| 3Y | +51.9% | +140.1% | -88.3% | -11.5% |
| 5Y | +4.0% | +155.7% | -151.7% | -41.7% |
| 10Y | -42.2% | +285.5% | -327.8% | -72.7% |
| All | +807.8% | +6,617.1% | -5,809.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling