+44.5%
CCL vs IAG
+299.6%
-255.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.8% | -4.0% |
| 7D | -0.3% | -2.1% | +1.7% | -0.2% |
| 30D | +10.3% | -6.2% | +16.5% | +10.8% |
| 3M | +6.6% | -5.1% | +11.7% | +6.8% |
| 6M | +20.0% | -10.0% | +30.0% | +20.4% |
| YTD | -1.9% | +3.9% | -5.8% | -3.0% |
| 1Y | +10.4% | +18.9% | -8.4% | +8.1% |
| 3Y | +134.8% | +651.8% | -516.9% | +99.6% |
| 5Y | +34.0% | +416.3% | -382.3% | +13.2% |
| 10Y | -32.5% | +377.4% | -410.0% | -44.8% |
| All | +44.5% | +299.6% | -255.1% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling