+8,094.7%
TMO vs CCL
+801.4%
+7,293.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.5% | -20.0% | +21.5% | +5.6% |
| 3M | +28.5% | -13.7% | +42.2% | +31.4% |
| 6M | +20.4% | -9.0% | +29.4% | +21.4% |
| YTD | +4.3% | -22.8% | +27.1% | +7.9% |
| 1Y | +24.1% | -25.3% | +49.4% | +28.7% |
| 3Y | +17.5% | +54.1% | -36.6% | +3.4% |
| 5Y | +6.8% | +3.5% | +3.3% | -5.9% |
| 10Y | +311.9% | -41.0% | +352.9% | +238.5% |
| All | +8,094.7% | +801.4% | +7,293.3% | +3,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling