+1,593.1%
T vs CCL
+1,103.2%
+489.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.2% |
| 7D | +1.7% | +3.1% | -1.4% | +1.2% |
| 30D | -1.7% | +17.5% | -19.2% | -4.1% |
| 3M | -7.3% | +6.8% | -14.1% | -8.6% |
| 6M | -11.2% | +18.7% | -29.9% | -14.2% |
| YTD | -8.1% | +3.0% | -11.1% | -10.1% |
| 1Y | -8.0% | +17.7% | -25.7% | -12.1% |
| 3Y | +62.1% | +155.6% | -93.5% | +32.3% |
| 5Y | +55.7% | +30.2% | +25.5% | +32.9% |
| 10Y | +54.1% | -28.5% | +82.6% | +27.1% |
| All | +1,593.1% | +1,103.2% | +489.9% | +786.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling