-1.3%
IONQ vs CCL
-25.6%
+24.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.0% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -8.9% | -20.0% | +11.1% | +1.4% |
| 3M | -35.6% | -13.7% | -21.9% | -31.3% |
| 6M | +13.3% | -9.0% | +22.3% | +16.9% |
| YTD | -9.8% | -22.8% | +13.0% | +1.3% |
| 1Y | -1.3% | -25.3% | +24.0% | +18.3% |
| All | -1.3% | -25.6% | +24.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling