+33.6%
CCL vs TSEM
+306.6%
-273.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.6% |
| 7D | +5.8% | -9.5% | +15.3% | +8.0% |
| 30D | +17.3% | -35.5% | +52.7% | +29.8% |
| 3M | +11.3% | -41.6% | +52.9% | +25.5% |
| 6M | +18.5% | -30.1% | +48.5% | +18.9% |
| YTD | +2.8% | +25.7% | -22.9% | -19.3% |
| 1Y | +16.7% | +50.5% | -33.7% | -15.3% |
| 3Y | +146.0% | +501.7% | -355.7% | -6.6% |
| 5Y | +33.6% | +310.9% | -277.3% | -40.0% |
| All | +33.6% | +306.6% | -273.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling