+49.3%
CCL vs IBKR
+291.8%
-242.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.6% |
| 30D | -17.8% | -0.2% | -17.6% | -18.0% |
| 3M | -18.7% | +3.0% | -21.6% | -20.9% |
| 6M | -11.4% | +33.9% | -45.3% | -24.8% |
| YTD | -24.3% | +42.5% | -66.8% | -38.2% |
| 1Y | -28.8% | +44.9% | -73.7% | -42.8% |
| 3Y | +49.3% | +293.0% | -243.7% | -9.2% |
| All | +49.3% | +291.8% | -242.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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