+66.9%
CCL vs IOT
+66.1%
+0.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +13.1% | +1.4% | +11.8% | +12.5% |
| 3M | +3.4% | +0.5% | +2.8% | +2.2% |
| 6M | +18.7% | +50.3% | -31.6% | +0.9% |
| YTD | -2.3% | +16.7% | -18.9% | -12.3% |
| 1Y | +14.2% | +6.8% | +7.4% | +5.1% |
| 3Y | +133.6% | +75.5% | +58.1% | +66.6% |
| All | +66.9% | +66.1% | +0.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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