-43.1%
CCL vs IR
+342.0%
-385.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +0.4% |
| 7D | +3.1% | +5.0% | -2.0% | -1.0% |
| 30D | +17.5% | +10.3% | +7.2% | +8.2% |
| 3M | +6.8% | -0.1% | +6.9% | +6.3% |
| 6M | +18.7% | +14.8% | +4.0% | +5.1% |
| YTD | +3.0% | +9.7% | -6.7% | -5.8% |
| 1Y | +17.7% | +12.2% | +5.5% | +5.8% |
| 3Y | +155.6% | +30.0% | +125.6% | +95.7% |
| 5Y | +30.2% | +46.8% | -16.6% | -8.8% |
| All | -43.1% | +342.0% | -385.1% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling