-24.8%
CCL vs IR
-1.2%
-23.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.9% |
| 7D | -5.0% | -2.8% | -2.2% | -2.9% |
| 30D | -20.3% | -15.1% | -5.2% | -9.5% |
| 3M | -15.1% | +6.1% | -21.2% | -19.8% |
| 6M | -15.1% | -16.8% | +1.7% | -5.1% |
| YTD | -21.8% | -3.5% | -18.2% | -20.5% |
| 1Y | -24.8% | -3.5% | -21.3% | -24.3% |
| All | -24.8% | -1.2% | -23.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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