-57.3%
CCL vs IR
+282.2%
-339.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | 0.0% |
| 7D | -0.1% | +0.6% | -0.8% | -0.7% |
| 30D | -20.0% | -13.6% | -6.4% | -9.9% |
| 3M | -13.7% | +3.7% | -17.3% | -16.6% |
| 6M | -9.0% | -13.1% | +4.0% | +1.7% |
| YTD | -22.8% | -5.1% | -17.7% | -20.2% |
| 1Y | -25.3% | -6.5% | -18.8% | -22.1% |
| 3Y | +54.1% | +8.5% | +45.6% | +37.3% |
| 5Y | +3.5% | +43.3% | -39.8% | -25.6% |
| All | -57.3% | +282.2% | -339.5% | -80.1% |
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