-41.7%
CCL vs IBB
+122.2%
-163.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.4% |
| 7D | -4.4% | -3.9% | -0.5% | -1.1% |
| 30D | -18.2% | +2.7% | -20.9% | -20.5% |
| 3M | -17.7% | +21.4% | -39.1% | -31.2% |
| 6M | -13.0% | +20.1% | -33.1% | -26.2% |
| YTD | -24.5% | +21.9% | -46.3% | -36.8% |
| 1Y | -26.9% | +44.1% | -71.1% | -47.1% |
| 3Y | +50.8% | +63.4% | -12.6% | -1.9% |
| 5Y | -0.9% | +19.8% | -20.7% | -19.2% |
| 10Y | -41.7% | +127.0% | -168.7% | -66.8% |
| All | -41.7% | +122.2% | -163.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling