+62.5%
T vs CCL
-32.5%
+95.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -3.8% | +13.1% | -16.9% | -5.1% |
| 3M | -8.7% | +3.4% | -12.1% | -9.3% |
| 6M | -8.1% | +18.7% | -26.8% | -10.3% |
| YTD | -6.4% | -2.3% | -4.2% | -7.4% |
| 1Y | -9.8% | +14.2% | -24.0% | -12.4% |
| 3Y | +65.5% | +133.6% | -68.1% | +43.3% |
| 5Y | +57.0% | +33.5% | +23.5% | +39.1% |
| All | +62.5% | -32.5% | +95.0% | +51.5% |
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