-34.0%
CCL vs IT
+90.0%
-124.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -1.2% | +1.1% | -2.3% | -1.8% |
| 30D | +13.1% | -1.8% | +15.0% | +13.0% |
| 3M | +3.4% | +4.8% | -1.5% | -2.4% |
| 6M | +18.7% | +33.0% | -14.3% | -7.9% |
| YTD | -2.3% | -23.8% | +21.6% | +3.9% |
| 1Y | +14.2% | -16.5% | +30.7% | +13.7% |
| 3Y | +133.6% | -53.6% | +187.2% | +240.6% |
| 5Y | +33.5% | -42.1% | +75.6% | +61.7% |
| All | -34.0% | +90.0% | -124.0% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling