-56.8%
CCL vs IR
+288.5%
-345.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.9% |
| 7D | -5.0% | -2.8% | -2.2% | -2.8% |
| 30D | -20.3% | -15.1% | -5.2% | -9.0% |
| 3M | -15.1% | +6.1% | -21.2% | -19.5% |
| 6M | -15.1% | -16.8% | +1.7% | -1.6% |
| YTD | -21.8% | -3.5% | -18.2% | -20.2% |
| 1Y | -24.8% | -3.5% | -21.3% | -23.6% |
| 3Y | +51.9% | +9.5% | +42.4% | +34.4% |
| 5Y | +4.0% | +45.1% | -41.0% | -26.1% |
| All | -56.8% | +288.5% | -345.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling