+275.5%
CCL vs TSEM
+11.3%
+264.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -0.9% |
| 7D | -5.0% | +6.9% | -11.9% | -5.9% |
| 30D | -20.3% | +5.3% | -25.7% | -21.1% |
| 3M | -15.1% | -14.9% | -0.2% | -14.7% |
| 6M | -15.1% | +80.0% | -95.1% | -23.4% |
| YTD | -21.8% | +89.4% | -111.1% | -30.3% |
| 1Y | -24.8% | +253.1% | -277.9% | -38.5% |
| 3Y | +51.9% | +642.1% | -590.3% | +12.3% |
| 5Y | +4.0% | +659.1% | -655.1% | -23.4% |
| 10Y | -42.2% | +1,291.4% | -1,333.6% | -60.1% |
| All | +275.5% | +11.3% | +264.2% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling