-34.0%
CCL vs TT
+725.1%
-759.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.8% |
| 7D | -1.2% | +4.0% | -5.2% | -4.4% |
| 30D | +13.1% | -11.3% | +24.4% | +24.0% |
| 3M | +3.4% | -12.3% | +15.7% | +14.3% |
| 6M | +18.7% | -10.8% | +29.6% | +28.3% |
| YTD | -2.3% | +8.2% | -10.4% | -10.6% |
| 1Y | +14.2% | +1.5% | +12.7% | +10.2% |
| 3Y | +133.6% | +91.5% | +42.1% | +24.5% |
| 5Y | +33.5% | +130.2% | -96.7% | -41.4% |
| All | -34.0% | +725.1% | -759.1% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling