+43.9%
CCL vs IAG
+303.8%
-259.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -1.2% | -7.7% | +6.5% | -0.6% |
| 30D | +13.1% | +1.6% | +11.5% | +12.9% |
| 3M | +3.4% | -2.4% | +5.8% | +3.3% |
| 6M | +18.7% | -7.8% | +26.5% | +18.9% |
| YTD | -2.3% | +5.0% | -7.3% | -3.5% |
| 1Y | +14.2% | +25.7% | -11.5% | +11.3% |
| 3Y | +133.6% | +694.5% | -560.9% | +97.8% |
| 5Y | +33.5% | +421.7% | -388.2% | +12.7% |
| 10Y | -32.8% | +382.5% | -415.2% | -45.0% |
| All | +43.9% | +303.8% | -259.9% | +11.6% |
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