+807.8%
CCL vs IP
+364.8%
+442.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | -5.0% | -5.3% | +0.2% | -2.5% |
| 30D | -20.3% | -10.9% | -9.5% | -15.8% |
| 3M | -15.1% | +11.2% | -26.3% | -19.8% |
| 6M | -15.1% | -10.2% | -4.9% | -11.2% |
| YTD | -21.8% | -2.0% | -19.8% | -22.4% |
| 1Y | -24.8% | -19.1% | -5.7% | -18.9% |
| 3Y | +51.9% | +20.9% | +31.0% | +30.4% |
| 5Y | +4.0% | -17.8% | +21.9% | +9.1% |
| 10Y | -42.2% | +23.5% | -65.7% | -49.0% |
| All | +807.8% | +364.8% | +442.9% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling