+66.1%
T vs CCL
0.0%
+66.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +7.6% | -20.0% | +27.6% | +9.1% |
| 3M | +15.3% | -13.7% | +29.0% | +16.2% |
| 6M | -8.5% | -9.0% | +0.5% | -8.4% |
| YTD | +6.8% | -22.8% | +29.6% | +7.9% |
| 1Y | -7.2% | -25.3% | +18.1% | -6.2% |
| 3Y | +108.2% | +54.1% | +54.2% | +93.8% |
| 5Y | +66.1% | +3.5% | +62.6% | +52.7% |
| All | +66.1% | 0.0% | +66.0% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling