-26.9%
CCL vs IAG
+102.4%
-129.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -4.4% | +1.7% | -6.1% | -4.7% |
| 30D | -18.2% | +11.4% | -29.6% | -19.9% |
| 3M | -17.7% | +33.0% | -50.7% | -22.4% |
| 6M | -13.0% | -6.0% | -7.0% | -15.3% |
| YTD | -24.5% | +24.6% | -49.0% | -28.2% |
| 1Y | -26.9% | +105.0% | -131.9% | -34.2% |
| All | -26.9% | +102.4% | -129.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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