+309.1%
TMUS vs CCL
-41.5%
+350.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | +3.1% | -20.0% | +23.1% | +5.3% |
| 3M | +2.4% | -13.7% | +16.1% | +3.7% |
| 6M | -17.1% | -9.0% | -8.1% | -16.9% |
| YTD | -9.1% | -22.8% | +13.7% | -7.7% |
| 1Y | -23.6% | -25.3% | +1.7% | -22.4% |
| 3Y | +38.8% | +54.1% | -15.2% | +27.5% |
| 5Y | +43.0% | +3.5% | +39.5% | +31.8% |
| 10Y | +309.1% | -41.0% | +350.1% | +279.1% |
| All | +309.1% | -41.5% | +350.6% | +279.1% |
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