+134.5%
CCL vs INDA
+17.0%
+117.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | +3.1% | -3.4% | -4.1% |
| 30D | +10.3% | +9.1% | +1.2% | -1.0% |
| 3M | +6.6% | +3.2% | +3.4% | +2.6% |
| 6M | +20.0% | +8.5% | +11.5% | +9.3% |
| YTD | -1.9% | -4.6% | +2.7% | +2.9% |
| 1Y | +10.4% | -5.5% | +16.0% | +16.8% |
| All | +134.5% | +17.0% | +117.4% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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