+55.4%
CCL vs IP
+21.5%
+33.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | -5.0% | -5.3% | +0.2% | -2.7% |
| 30D | -20.3% | -10.9% | -9.5% | -16.1% |
| 3M | -15.1% | +11.2% | -26.3% | -19.5% |
| 6M | -15.1% | -10.2% | -4.9% | -12.3% |
| YTD | -21.8% | -2.0% | -19.8% | -22.5% |
| 1Y | -24.8% | -19.1% | -5.7% | -19.7% |
| All | +55.4% | +21.5% | +33.9% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling