+54.1%
CCL vs IAG
+797.8%
-743.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -0.1% | +4.3% | -4.4% | -0.7% |
| 30D | -20.0% | +9.8% | -29.7% | -21.2% |
| 3M | -13.7% | +28.9% | -42.6% | -17.1% |
| 6M | -9.0% | -7.6% | -1.4% | -9.5% |
| YTD | -22.8% | +22.0% | -44.8% | -26.0% |
| 1Y | -25.3% | +99.5% | -124.8% | -32.7% |
| 3Y | +54.1% | +818.3% | -764.2% | +18.1% |
| All | +54.1% | +797.8% | -743.7% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling