+22.8%
CCL vs IR
+44.3%
-21.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.7% |
| 7D | +3.1% | +3.7% | -0.5% | -0.1% |
| 30D | +13.7% | +7.4% | +6.2% | +6.3% |
| 3M | +3.8% | -5.9% | +9.7% | +8.9% |
| 6M | +9.3% | +5.6% | +3.7% | +2.8% |
| YTD | -1.1% | +4.8% | -5.9% | -7.2% |
| 1Y | +14.6% | +6.9% | +7.6% | +5.6% |
| 3Y | +146.4% | +27.6% | +118.8% | +71.5% |
| All | +22.8% | +44.3% | -21.5% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling