-43.4%
CCL vs TSEM
+1,289.9%
-1,333.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.4% |
| 7D | -4.3% | +0.9% | -5.2% | -4.8% |
| 30D | -19.0% | -16.6% | -2.3% | -14.1% |
| 3M | -13.1% | -10.9% | -2.2% | -14.1% |
| 6M | -13.3% | +78.0% | -91.3% | -38.5% |
| YTD | -25.2% | +77.2% | -102.4% | -48.3% |
| 1Y | -27.2% | +207.6% | -234.8% | -61.5% |
| 3Y | +49.2% | +637.8% | -588.6% | -49.9% |
| 5Y | +0.4% | +617.0% | -616.6% | -67.0% |
| All | -43.4% | +1,289.9% | -1,333.3% | -86.3% |
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