-29.4%
CCL vs TSEM
+920.4%
-949.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | -2.8% |
| 7D | -1.5% | +6.8% | -8.3% | -4.1% |
| 30D | +16.5% | -26.6% | +43.1% | +26.9% |
| 3M | +11.2% | -36.3% | +47.5% | +25.7% |
| 6M | +22.6% | -30.6% | +53.2% | +24.9% |
| YTD | +2.6% | +35.3% | -32.7% | -24.4% |
| 1Y | +17.0% | +59.2% | -42.3% | -20.5% |
| 3Y | +145.5% | +547.7% | -402.1% | -17.9% |
| 5Y | +36.1% | +337.5% | -301.4% | -46.7% |
| 10Y | -29.4% | +887.4% | -916.8% | -82.7% |
| All | -29.4% | +920.4% | -949.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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