-33.8%
CCL vs IP
+19.1%
-52.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -2.9% |
| 7D | -0.3% | -0.9% | +0.5% | +0.3% |
| 30D | +10.3% | +6.7% | +3.6% | +5.3% |
| 3M | +6.6% | -16.6% | +23.1% | +20.3% |
| 6M | +20.0% | +6.0% | +14.0% | +13.0% |
| YTD | -1.9% | -10.7% | +8.8% | +1.8% |
| 1Y | +10.4% | -6.7% | +17.1% | +10.6% |
| 3Y | +134.8% | +17.1% | +117.7% | +74.4% |
| 5Y | +34.0% | -14.6% | +48.6% | +31.3% |
| All | -33.8% | +19.1% | -52.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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