+234.7%
TMUS vs CCL
-27.9%
+262.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +3.7% |
| 7D | +5.3% | +3.1% | +2.3% | +5.0% |
| 30D | +13.5% | +17.5% | -4.0% | +11.8% |
| 3M | -4.2% | +6.8% | -11.1% | -5.0% |
| 6M | -11.9% | +18.7% | -30.6% | -13.7% |
| YTD | -15.6% | +3.0% | -18.6% | -16.7% |
| 1Y | -16.8% | +17.7% | -34.5% | -19.2% |
| 3Y | +20.8% | +155.6% | -134.8% | +5.4% |
| 5Y | +48.0% | +30.2% | +17.9% | +33.8% |
| 10Y | +234.7% | -28.5% | +263.2% | +213.7% |
| All | +234.7% | -27.9% | +262.6% | +213.7% |
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 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