+56.1%
CCL vs IR
+10.0%
+46.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.8% |
| 7D | -5.0% | -2.8% | -2.2% | -3.0% |
| 30D | -20.3% | -15.1% | -5.2% | -9.9% |
| 3M | -15.1% | +6.1% | -21.2% | -19.3% |
| 6M | -15.1% | -16.8% | +1.7% | -3.3% |
| YTD | -21.8% | -3.5% | -18.2% | -20.3% |
| 1Y | -24.8% | -3.5% | -21.3% | -23.6% |
| All | +56.1% | +10.0% | +46.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling