-30.3%
CCL vs IBKR
+1,332.5%
-1,362.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -4.4% | +1.3% | -5.7% | -5.1% |
| 30D | -18.2% | -0.3% | -17.9% | -18.4% |
| 3M | -17.7% | +4.7% | -22.4% | -20.8% |
| 6M | -13.0% | +34.0% | -47.0% | -26.9% |
| YTD | -24.5% | +40.8% | -65.3% | -38.7% |
| 1Y | -26.9% | +45.7% | -72.7% | -42.4% |
| 3Y | +50.8% | +288.4% | -237.6% | -33.3% |
| 5Y | -0.9% | +487.2% | -488.1% | -64.9% |
| 10Y | -41.7% | +991.2% | -1,032.9% | -85.0% |
| All | -30.3% | +1,332.5% | -1,362.8% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling