+22.8%
CCL vs IBB
+37.5%
-14.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -1.4% |
| 7D | +3.1% | -1.8% | +5.0% | +5.2% |
| 30D | +13.7% | +5.1% | +8.6% | +7.4% |
| 3M | +3.8% | +10.7% | -6.9% | -9.0% |
| 6M | +9.3% | +22.9% | -13.6% | -15.9% |
| YTD | -1.1% | +26.7% | -27.8% | -26.3% |
| 1Y | +14.6% | +35.1% | -20.6% | -20.9% |
| 3Y | +146.4% | +80.2% | +66.2% | +15.4% |
| All | +22.8% | +37.5% | -14.6% | -35.0% |
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 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