+1,872.1%
T vs CCL
+813.5%
+1,058.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -5.0% | +3.8% | -0.5% |
| 30D | +11.4% | -20.3% | +31.7% | +15.0% |
| 3M | +14.3% | -15.1% | +29.4% | +16.6% |
| 6M | -9.3% | -15.1% | +5.8% | -8.1% |
| YTD | +7.1% | -21.8% | +28.9% | +9.4% |
| 1Y | -9.1% | -24.8% | +15.7% | -7.0% |
| 3Y | +105.3% | +51.9% | +53.5% | +81.6% |
| 5Y | +66.8% | +4.0% | +62.8% | +47.2% |
| 10Y | +66.8% | -42.2% | +109.0% | +41.9% |
| All | +1,872.1% | +813.5% | +1,058.7% | +978.8% |
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 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