+33.9%
CCL vs IBB
+39.3%
-5.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -0.5% |
| 30D | +13.1% | +4.6% | +8.6% | +7.8% |
| 3M | +3.4% | +6.8% | -3.4% | -5.3% |
| 6M | +18.7% | +23.1% | -4.4% | -8.7% |
| YTD | -2.3% | +26.0% | -28.3% | -26.6% |
| 1Y | +14.2% | +30.4% | -16.2% | -17.6% |
| 3Y | +133.6% | +85.4% | +48.1% | +5.2% |
| All | +33.9% | +39.3% | -5.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling