+213.5%
TER vs CCL
-25.6%
+239.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.9% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | -1.9% | -20.0% | +18.1% | +11.0% |
| 3M | -0.7% | -13.7% | +13.0% | +7.3% |
| 6M | +36.4% | -9.0% | +45.4% | +42.4% |
| YTD | +92.4% | -22.8% | +115.3% | +112.7% |
| 1Y | +213.5% | -25.3% | +238.8% | +250.7% |
| All | +213.5% | -25.6% | +239.2% | +250.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling