+262.6%
CCL vs IT
+6,105.9%
-5,843.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +1.5% |
| 7D | -5.0% | -6.0% | +1.0% | -3.4% |
| 30D | -20.3% | 0.0% | -20.4% | -20.7% |
| 3M | -15.1% | +13.1% | -28.2% | -19.9% |
| 6M | -15.1% | +11.7% | -26.8% | -20.6% |
| YTD | -21.8% | -26.1% | +4.3% | -18.1% |
| 1Y | -24.8% | -21.3% | -3.5% | -22.9% |
| 3Y | +51.9% | -46.7% | +98.6% | +74.2% |
| 5Y | +4.0% | -40.5% | +44.5% | +16.9% |
| 10Y | -42.2% | +103.9% | -146.1% | -52.7% |
| All | +262.6% | +6,105.9% | -5,843.2% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling