-29.4%
CCL vs IT
+93.0%
-122.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.4% |
| 7D | -1.5% | -6.8% | +5.3% | +2.3% |
| 30D | +16.5% | -0.6% | +17.0% | +15.5% |
| 3M | +11.2% | +3.1% | +8.1% | +6.0% |
| 6M | +22.6% | +25.5% | -2.9% | -1.4% |
| YTD | +2.6% | -23.5% | +26.1% | +8.7% |
| 1Y | +17.0% | -16.6% | +33.6% | +16.6% |
| 3Y | +145.5% | -53.1% | +198.7% | +255.2% |
| 5Y | +36.1% | -41.4% | +77.5% | +63.5% |
| 10Y | -29.4% | +90.9% | -120.4% | -64.3% |
| All | -29.4% | +93.0% | -122.4% | -64.3% |
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