+20.9%
CCL vs INDA
+122.2%
-101.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | +3.1% | -3.4% | -3.0% |
| 30D | +10.3% | +9.1% | +1.2% | +2.1% |
| 3M | +6.6% | +3.2% | +3.4% | +3.7% |
| 6M | +20.0% | +8.5% | +11.5% | +12.3% |
| YTD | -1.9% | -4.6% | +2.7% | +4.1% |
| 1Y | +10.4% | -5.5% | +16.0% | +18.2% |
| 3Y | +134.8% | +16.7% | +118.1% | +108.4% |
| 5Y | +34.0% | +9.0% | +25.0% | +29.7% |
| 10Y | -32.5% | +116.6% | -149.2% | -57.1% |
| All | +20.9% | +122.2% | -101.3% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling