+20.4%
CCL vs INDA
+121.8%
-101.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -2.1% |
| 30D | +13.1% | +9.4% | +3.8% | +4.5% |
| 3M | +3.4% | +2.9% | +0.4% | +0.9% |
| 6M | +18.7% | +7.2% | +11.5% | +12.3% |
| YTD | -2.3% | -4.8% | +2.6% | +3.9% |
| 1Y | +14.2% | -5.1% | +19.3% | +21.7% |
| 3Y | +133.6% | +16.7% | +116.9% | +107.3% |
| 5Y | +33.5% | +8.8% | +24.7% | +29.5% |
| 10Y | -32.8% | +116.2% | -149.0% | -57.2% |
| All | +20.4% | +121.8% | -101.4% | -25.1% |
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