+39.1%
IWM vs CCL
+5.2%
+33.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -5.0% | +5.1% | +1.4% |
| 30D | -1.3% | -20.3% | +19.1% | +4.7% |
| 3M | +1.6% | -15.1% | +16.8% | +5.6% |
| 6M | +13.6% | -15.1% | +28.7% | +17.1% |
| YTD | +20.8% | -21.8% | +42.5% | +26.5% |
| 1Y | +26.4% | -24.8% | +51.2% | +33.0% |
| 3Y | +60.7% | +51.9% | +8.8% | +36.3% |
| All | +39.1% | +5.2% | +33.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling