-42.6%
CCL vs INFY
+80.1%
-122.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.3% |
| 7D | -3.2% | -5.4% | +2.2% | +0.1% |
| 30D | -17.8% | -9.9% | -7.9% | -12.5% |
| 3M | -18.7% | -4.6% | -14.1% | -17.8% |
| 6M | -11.4% | -18.5% | +7.1% | -1.9% |
| YTD | -24.3% | -36.5% | +12.2% | -2.4% |
| 1Y | -28.8% | -32.8% | +3.9% | -12.6% |
| 3Y | +49.3% | -32.2% | +81.5% | +76.6% |
| 5Y | +1.6% | -44.7% | +46.3% | +36.4% |
| All | -42.6% | +80.1% | -122.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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