+49.0%
CCL vs IOT
+24.7%
+24.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.2% |
| 7D | -4.4% | +5.1% | -9.4% | -5.7% |
| 30D | -18.2% | -3.0% | -15.2% | -17.8% |
| 3M | -17.7% | +15.0% | -32.7% | -21.5% |
| 6M | -13.0% | +13.1% | -26.1% | -17.8% |
| YTD | -24.5% | +9.0% | -33.5% | -28.8% |
| 1Y | -26.9% | +0.1% | -27.1% | -29.7% |
| All | +49.0% | +24.7% | +24.3% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling