+202.0%
IONQ vs CCL
+38.5%
+163.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.4% |
| 7D | +8.6% | +2.6% | +6.0% | +6.6% |
| 30D | -21.1% | +13.1% | -34.2% | -26.5% |
| 3M | -17.9% | +3.3% | -21.2% | -20.2% |
| 6M | -37.9% | +8.7% | -46.7% | -42.1% |
| YTD | -27.3% | -1.6% | -25.7% | -29.3% |
| 1Y | -43.2% | +14.0% | -57.2% | -49.5% |
| 3Y | +191.0% | +145.1% | +45.8% | +66.4% |
| 5Y | +69.3% | +21.2% | +48.0% | +12.7% |
| All | +202.0% | +38.5% | +163.5% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling