+21.3%
CCL vs IP
-12.5%
+33.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.6% | -3.2% |
| 7D | +2.6% | -5.0% | +7.6% | +5.8% |
| 30D | +11.3% | +6.5% | +4.8% | +7.3% |
| 3M | +0.3% | -18.0% | +18.3% | +12.2% |
| 6M | +16.1% | +10.3% | +5.8% | +8.2% |
| YTD | -1.6% | -9.9% | +8.3% | +1.4% |
| 1Y | +11.8% | -1.1% | +12.8% | +8.3% |
| 3Y | +139.6% | +13.0% | +126.6% | +85.9% |
| 5Y | +21.3% | -12.3% | +33.5% | +26.7% |
| All | +21.3% | -12.5% | +33.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling