-43.4%
CCL vs IT
+92.9%
-136.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | -4.3% | -12.7% | +8.4% | +3.0% |
| 30D | -19.0% | -8.9% | -10.1% | -15.5% |
| 3M | -13.1% | +10.1% | -23.2% | -22.0% |
| 6M | -13.3% | +7.3% | -20.6% | -23.3% |
| YTD | -25.2% | -32.4% | +7.1% | -13.3% |
| 1Y | -27.2% | -26.6% | -0.6% | -20.8% |
| 3Y | +49.2% | -51.8% | +101.0% | +107.9% |
| 5Y | +0.4% | -45.6% | +46.0% | +26.2% |
| All | -43.4% | +92.9% | -136.3% | -67.6% |
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