+393.5%
CCL vs TSEM
-26.1%
+419.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +5.8% | -9.5% | +15.3% | +7.0% |
| 30D | +17.3% | -35.5% | +52.7% | +23.3% |
| 3M | +11.3% | -41.6% | +52.9% | +18.2% |
| 6M | +18.5% | -30.1% | +48.5% | +20.3% |
| YTD | +2.8% | +25.7% | -22.9% | -4.2% |
| 1Y | +16.7% | +50.5% | -33.7% | +6.1% |
| 3Y | +146.0% | +501.7% | -355.7% | +85.6% |
| 5Y | +33.6% | +310.9% | -277.3% | +5.4% |
| 10Y | -29.4% | +849.8% | -879.2% | -49.2% |
| All | +393.5% | -26.1% | +419.6% | +221.0% |
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 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