+58.8%
T vs CCL
-28.6%
+87.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +5.8% | -3.2% | +1.9% |
| 30D | -1.1% | +17.3% | -18.3% | -2.8% |
| 3M | -7.7% | +11.3% | -19.1% | -9.0% |
| 6M | -10.6% | +18.5% | -29.1% | -12.7% |
| YTD | -7.5% | +2.8% | -10.3% | -8.8% |
| 1Y | -7.4% | +16.7% | -24.2% | -10.3% |
| 3Y | +63.1% | +146.0% | -83.0% | +40.5% |
| 5Y | +55.2% | +33.6% | +21.5% | +37.7% |
| 10Y | +58.8% | -29.4% | +88.2% | +46.8% |
| All | +58.8% | -28.6% | +87.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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