+17.2%
CCL vs IBB
+560.8%
-543.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -5.0% | +1.4% | -6.5% | -6.0% |
| 30D | -20.3% | +10.5% | -30.8% | -25.9% |
| 3M | -15.1% | +23.6% | -38.8% | -27.1% |
| 6M | -15.1% | +22.6% | -37.7% | -26.2% |
| YTD | -21.8% | +25.7% | -47.5% | -33.2% |
| 1Y | -24.8% | +51.4% | -76.2% | -43.4% |
| 3Y | +51.9% | +64.4% | -12.5% | +8.9% |
| 5Y | +4.0% | +22.1% | -18.1% | -7.9% |
| 10Y | -42.2% | +132.5% | -174.7% | -66.0% |
| All | +17.2% | +560.8% | -543.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling