+807.8%
CCL vs TXT
+2,070.1%
-1,262.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.0% | -4.8% | -0.3% | -2.7% |
| 30D | -20.3% | -10.6% | -9.7% | -15.8% |
| 3M | -15.1% | -13.2% | -2.0% | -9.4% |
| 6M | -15.1% | -20.3% | +5.2% | -5.1% |
| YTD | -21.8% | -9.3% | -12.5% | -18.3% |
| 1Y | -24.8% | -2.7% | -22.1% | -24.0% |
| 3Y | +51.9% | +1.4% | +50.5% | +50.4% |
| 5Y | +4.0% | +9.6% | -5.5% | +3.0% |
| 10Y | -42.2% | +94.9% | -137.1% | -53.0% |
| All | +807.8% | +2,070.1% | -1,262.3% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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