-37.9%
IONQ vs CCL
+9.6%
-47.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.4% |
| 7D | +8.6% | +2.6% | +6.0% | +7.8% |
| 30D | -21.1% | +13.1% | -34.2% | -24.2% |
| 3M | -17.9% | +3.3% | -21.2% | -17.1% |
| 6M | -37.9% | +8.7% | -46.7% | -38.1% |
| All | -37.9% | +9.6% | -47.5% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling