+1.4%
CCL vs TT
+140.2%
-138.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | -7.2% | -13.2% | -15.7% |
| 3M | -15.1% | -3.0% | -12.2% | -13.8% |
| 6M | -15.1% | +1.4% | -16.5% | -16.7% |
| YTD | -21.8% | +15.9% | -37.7% | -31.0% |
| 1Y | -24.8% | +9.4% | -34.2% | -30.7% |
| 3Y | +51.9% | +124.4% | -72.5% | -25.5% |
| All | +1.4% | +140.2% | -138.8% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling