+18.3%
TMO vs CCL
+46.7%
-28.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -0.3% | -19.0% | +18.7% | +3.4% |
| 3M | +25.3% | -13.1% | +38.3% | +27.7% |
| 6M | +20.9% | -13.3% | +34.1% | +22.8% |
| YTD | +4.3% | -25.2% | +29.5% | +8.4% |
| 1Y | +27.0% | -27.2% | +54.2% | +32.1% |
| All | +18.3% | +46.7% | -28.5% | +0.3% |
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 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