-0.8%
CCL vs IBKR
+495.5%
-496.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | -0.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.4% |
| 30D | -17.8% | -0.2% | -17.6% | -18.1% |
| 3M | -18.7% | +3.0% | -21.6% | -21.6% |
| 6M | -11.4% | +33.9% | -45.3% | -28.1% |
| YTD | -24.3% | +42.5% | -66.8% | -41.6% |
| 1Y | -28.8% | +44.9% | -73.7% | -46.4% |
| 3Y | +49.3% | +293.0% | -243.7% | -49.4% |
| All | -0.8% | +495.5% | -496.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling