+54.1%
CCL vs TSEM
+668.6%
-614.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -0.1% | +10.4% | -10.6% | -2.6% |
| 30D | -20.0% | -12.9% | -7.0% | -17.6% |
| 3M | -13.7% | -9.2% | -4.5% | -14.7% |
| 6M | -9.0% | +98.8% | -107.8% | -32.9% |
| YTD | -22.8% | +87.2% | -110.0% | -43.4% |
| 1Y | -25.3% | +239.0% | -264.3% | -58.2% |
| 3Y | +54.1% | +679.5% | -625.4% | -46.0% |
| All | +54.1% | +668.6% | -614.5% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling