+265.9%
IONQ vs CCL
+10.1%
+255.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -5.0% | +5.9% | +3.7% |
| 30D | -1.0% | -20.3% | +19.3% | +12.2% |
| 3M | -39.8% | -15.1% | -24.7% | -34.7% |
| 6M | +6.4% | -15.1% | +21.5% | +14.4% |
| YTD | -11.9% | -21.8% | +9.9% | -1.6% |
| 1Y | -6.2% | -24.8% | +18.6% | +6.1% |
| 3Y | +125.7% | +51.9% | +73.8% | +69.2% |
| 5Y | +296.0% | +4.0% | +292.0% | +200.4% |
| All | +265.9% | +10.1% | +255.8% | +179.1% |
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 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