-27.2%
CCL vs IOT
-1.2%
-26.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | -19.0% | -4.7% | -14.3% | -18.7% |
| 3M | -13.1% | +17.8% | -30.9% | -14.4% |
| 6M | -13.3% | +16.8% | -30.1% | -14.5% |
| YTD | -25.2% | +8.4% | -33.7% | -24.3% |
| 1Y | -27.2% | -0.8% | -26.4% | -26.4% |
| All | -27.2% | -1.2% | -26.0% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling