-41.7%
CCL vs IBN
+312.2%
-353.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.0% |
| 7D | -4.4% | -5.1% | +0.7% | -0.9% |
| 30D | -18.2% | -3.5% | -14.7% | -16.3% |
| 3M | -17.7% | +11.3% | -29.0% | -23.6% |
| 6M | -13.0% | +4.4% | -17.4% | -15.0% |
| YTD | -24.5% | -1.8% | -22.7% | -22.9% |
| 1Y | -26.9% | -8.0% | -19.0% | -22.6% |
| 3Y | +50.8% | +27.1% | +23.7% | +27.1% |
| 5Y | -0.9% | +54.5% | -55.4% | -26.1% |
| 10Y | -41.7% | +314.2% | -355.9% | -70.6% |
| All | -41.7% | +312.2% | -353.9% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling