+36.0%
TSM vs CCL
+17.9%
+18.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.3% | -9.5% | -4.2% |
| 7D | -10.0% | +11.6% | -21.6% | -12.9% |
| 30D | -18.5% | +22.5% | -41.1% | -23.5% |
| 3M | -4.9% | +6.4% | -11.3% | -6.7% |
| 6M | -1.0% | +23.4% | -24.4% | -7.6% |
| YTD | +31.3% | +4.2% | +27.0% | +25.2% |
| 1Y | +36.0% | +21.9% | +14.1% | +29.8% |
| All | +36.0% | +17.9% | +18.1% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling