-43.3%
CCL vs IR
+332.9%
-376.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | -1.5% | +1.1% | -2.6% | -2.3% |
| 30D | +16.5% | +7.6% | +8.9% | +9.4% |
| 3M | +11.2% | +0.1% | +11.1% | +10.5% |
| 6M | +22.6% | +14.0% | +8.6% | +9.1% |
| YTD | +2.6% | +7.5% | -4.9% | -4.6% |
| 1Y | +17.0% | +10.1% | +6.8% | +6.7% |
| 3Y | +145.5% | +24.9% | +120.7% | +94.2% |
| 5Y | +36.1% | +46.9% | -10.8% | -4.6% |
| All | -43.3% | +332.9% | -376.2% | -76.3% |
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 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