-24.8%
CCL vs IT
-24.5%
-0.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.6% |
| 7D | -5.0% | -6.0% | +1.0% | -4.4% |
| 30D | -20.3% | 0.0% | -20.4% | -20.5% |
| 3M | -15.1% | +13.1% | -28.2% | -16.8% |
| 6M | -15.1% | +11.7% | -26.8% | -16.7% |
| YTD | -21.8% | -26.1% | +4.3% | -12.9% |
| 1Y | -24.8% | -21.3% | -3.5% | -19.2% |
| All | -24.8% | -24.5% | -0.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling