+134.5%
CCL vs IBB
+86.9%
+47.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -2.5% |
| 7D | -0.3% | +1.6% | -2.0% | -1.7% |
| 30D | +10.3% | +6.7% | +3.6% | +4.4% |
| 3M | +6.6% | +6.3% | +0.2% | 0.0% |
| 6M | +20.0% | +23.9% | -3.9% | -3.7% |
| YTD | -1.9% | +26.6% | -28.5% | -22.5% |
| 1Y | +10.4% | +29.6% | -19.2% | -14.7% |
| All | +134.5% | +86.9% | +47.5% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling