+17.0%
CCL vs IP
-2.1%
+19.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.7% |
| 7D | +3.1% | -3.0% | +6.1% | +4.7% |
| 30D | +17.5% | +10.6% | +6.9% | +12.0% |
| 3M | +6.8% | -13.6% | +20.4% | +14.9% |
| 6M | +18.7% | +10.4% | +8.3% | +11.5% |
| YTD | +3.0% | -6.5% | +9.5% | +4.0% |
| All | +17.0% | -2.1% | +19.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling