-5.6%
TLT vs CCL
+17.9%
-23.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.4% |
| 7D | +1.0% | +11.6% | -10.7% | +0.3% |
| 30D | +6.0% | +22.5% | -16.5% | +4.7% |
| 3M | -0.9% | +6.4% | -7.3% | -1.3% |
| 6M | -2.3% | +23.4% | -25.7% | -3.6% |
| YTD | -3.3% | +4.2% | -7.5% | -4.7% |
| 1Y | -5.6% | +21.9% | -27.5% | -6.5% |
| All | -5.6% | +17.9% | -23.5% | -6.5% |
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 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