+15.2%
CCL vs IAG
+377.5%
-362.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -20.3% | +28.9% | -49.2% | -22.0% |
| 3M | -15.1% | +19.1% | -34.3% | -16.5% |
| 6M | -15.1% | -10.3% | -4.9% | -14.9% |
| YTD | -21.8% | +24.2% | -46.0% | -23.6% |
| 1Y | -24.8% | +116.5% | -141.3% | -29.5% |
| 3Y | +51.9% | +742.8% | -690.9% | +27.8% |
| 5Y | +4.0% | +753.3% | -749.3% | -14.7% |
| 10Y | -42.2% | +403.2% | -445.4% | -53.1% |
| All | +15.2% | +377.5% | -362.3% | -11.7% |
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