+1.3%
CCL vs IT
-44.8%
+46.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.1% | +2.0% |
| 7D | -0.1% | -9.1% | +9.0% | +3.9% |
| 30D | -20.0% | -7.0% | -13.0% | -18.1% |
| 3M | -13.7% | +7.6% | -21.3% | -19.5% |
| 6M | -9.0% | +2.1% | -11.1% | -14.7% |
| YTD | -22.8% | -31.6% | +8.8% | -9.9% |
| 1Y | -25.3% | -29.9% | +4.6% | -14.8% |
| 3Y | +54.1% | -51.3% | +105.3% | +116.3% |
| All | +1.3% | -44.8% | +46.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling