+371.0%
CCL vs TSEM
-21.0%
+392.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.3% |
| 7D | -0.3% | +20.5% | -20.9% | -2.8% |
| 30D | +10.3% | -29.0% | +39.3% | +14.6% |
| 3M | +6.6% | -39.4% | +45.9% | +12.5% |
| 6M | +20.0% | -28.5% | +48.5% | +21.6% |
| YTD | -1.9% | +34.4% | -36.3% | -9.4% |
| 1Y | +10.4% | +48.3% | -37.9% | +0.5% |
| 3Y | +134.8% | +543.5% | -408.7% | +75.6% |
| 5Y | +34.0% | +331.4% | -297.4% | +4.9% |
| 10Y | -32.5% | +881.1% | -913.6% | -51.7% |
| All | +371.0% | -21.0% | +392.0% | +203.6% |
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