-12.5%
TLT vs CCL
-27.9%
+15.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | +0.1% |
| 7D | +0.3% | +3.1% | -2.8% | +0.3% |
| 30D | +5.1% | +17.5% | -12.4% | +5.4% |
| 3M | -0.2% | +6.8% | -7.0% | -0.1% |
| 6M | -2.9% | +18.7% | -21.6% | -2.6% |
| YTD | -2.7% | +3.0% | -5.7% | -2.5% |
| 1Y | -4.6% | +17.7% | -22.3% | -4.1% |
| 3Y | +6.1% | +155.6% | -149.5% | +9.2% |
| 5Y | -35.1% | +30.2% | -65.3% | -34.3% |
| 10Y | -12.5% | -28.5% | +16.0% | -20.3% |
| All | -12.5% | -27.9% | +15.4% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling