+53.4%
T vs CCL
+21.4%
+32.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | +1.0% | +3.1% | -2.1% | +0.8% |
| 30D | -10.6% | +13.7% | -24.3% | -11.4% |
| 3M | -7.7% | +3.8% | -11.5% | -8.1% |
| 6M | -13.3% | +9.3% | -22.6% | -14.0% |
| YTD | -8.8% | -1.1% | -7.7% | -9.3% |
| 1Y | -8.4% | +14.6% | -23.0% | -10.1% |
| 3Y | +59.6% | +146.4% | -86.8% | +43.0% |
| All | +53.4% | +21.4% | +32.1% | +43.4% |
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