-17.8%
CCL vs IQV
+492.3%
-510.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +0.8% |
| 7D | -0.1% | +0.3% | -0.5% | -0.5% |
| 30D | -20.0% | +8.6% | -28.6% | -24.5% |
| 3M | -13.7% | +41.1% | -54.8% | -32.8% |
| 6M | -9.0% | +48.6% | -57.6% | -32.6% |
| YTD | -22.8% | +15.0% | -37.8% | -33.1% |
| 1Y | -25.3% | +38.1% | -63.4% | -43.7% |
| 3Y | +54.1% | +21.4% | +32.7% | +19.8% |
| 5Y | +3.5% | -1.0% | +4.5% | -7.0% |
| 10Y | -41.0% | +233.0% | -274.0% | -74.0% |
| All | -17.8% | +492.3% | -510.2% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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