-29.4%
CCL vs IP
+24.7%
-54.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +5.8% | 0.0% | +5.8% | +5.9% |
| 30D | +17.3% | +9.4% | +7.9% | +10.0% |
| 3M | +11.3% | -14.1% | +25.4% | +23.0% |
| 6M | +18.5% | +9.2% | +9.3% | +9.2% |
| YTD | +2.8% | -7.5% | +10.3% | +4.1% |
| 1Y | +16.7% | -2.8% | +19.5% | +13.6% |
| 3Y | +146.0% | +21.2% | +124.8% | +78.4% |
| 5Y | +33.6% | -11.5% | +45.1% | +27.6% |
| 10Y | -29.4% | +23.7% | -53.1% | -53.2% |
| All | -29.4% | +24.7% | -54.2% | -53.2% |
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