-29.4%
CCL vs TT
+748.9%
-778.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -1.5% | +3.5% | -5.0% | -4.3% |
| 30D | +16.5% | -11.0% | +27.5% | +27.3% |
| 3M | +11.2% | -12.0% | +23.2% | +22.7% |
| 6M | +22.6% | -10.4% | +33.0% | +32.0% |
| YTD | +2.6% | +9.9% | -7.3% | -7.4% |
| 1Y | +17.0% | +1.5% | +15.5% | +13.0% |
| 3Y | +145.5% | +93.7% | +51.8% | +29.7% |
| 5Y | +36.1% | +139.2% | -103.1% | -42.3% |
| 10Y | -29.4% | +741.5% | -770.9% | -86.9% |
| All | -29.4% | +748.9% | -778.3% | -86.9% |
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