+33.6%
TER vs CCL
+15.9%
+17.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -8.9% | +5.8% | -14.7% | -11.2% |
| 30D | -39.1% | +17.3% | -56.3% | -43.9% |
| 3M | -32.8% | +11.3% | -44.1% | -36.3% |
| 6M | -31.7% | +18.5% | -50.2% | -38.0% |
| YTD | +26.9% | +2.8% | +24.1% | +19.1% |
| 1Y | +33.6% | +16.7% | +16.8% | +21.7% |
| All | +33.6% | +15.9% | +17.7% | +21.7% |
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