+17.0%
CCL vs TSEM
+60.1%
-43.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | -1.1% |
| 7D | -1.5% | +6.8% | -8.3% | -2.4% |
| 30D | +16.5% | -26.6% | +43.1% | +20.2% |
| 3M | +11.2% | -36.3% | +47.5% | +16.3% |
| 6M | +22.6% | -30.6% | +53.2% | +23.4% |
| YTD | +2.6% | +35.3% | -32.7% | -9.9% |
| 1Y | +17.0% | +59.2% | -42.3% | -2.2% |
| All | +17.0% | +60.1% | -43.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling