+17.0%
CCL vs IBB
+38.4%
-21.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.0% |
| 7D | +3.1% | +2.7% | +0.3% | +1.1% |
| 30D | +17.5% | +6.3% | +11.2% | +12.2% |
| 3M | +6.8% | +11.1% | -4.2% | -3.0% |
| 6M | +18.7% | +29.2% | -10.5% | -10.6% |
| YTD | +3.0% | +30.2% | -27.2% | -22.8% |
| All | +17.0% | +38.4% | -21.4% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling