-4.6%
TLT vs CCL
+16.1%
-20.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.2% |
| 7D | +0.3% | +3.1% | -2.8% | +0.1% |
| 30D | +5.1% | +17.5% | -12.4% | +4.0% |
| 3M | -0.2% | +6.8% | -7.0% | -0.6% |
| 6M | -2.9% | +18.7% | -21.6% | -4.1% |
| YTD | -2.7% | +3.0% | -5.7% | -4.0% |
| All | -4.6% | +16.1% | -20.7% | -5.8% |
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 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