+2.8%
TLT vs CCL
+136.4%
-133.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | +1.0% | +13.1% | -12.1% | +0.5% |
| 3M | -2.7% | +3.4% | -6.1% | -2.9% |
| 6M | -4.1% | +18.7% | -22.9% | -4.9% |
| YTD | -5.4% | -2.3% | -3.1% | -5.7% |
| 1Y | -7.0% | +14.2% | -21.2% | -7.8% |
| 3Y | +2.8% | +133.6% | -130.7% | -3.8% |
| All | +2.8% | +136.4% | -133.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling