+20.0%
IWM vs CCL
+21.4%
-1.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.0% | +3.1% | -5.2% | -2.9% |
| 30D | -1.5% | +13.7% | -15.1% | -4.8% |
| 3M | -8.0% | +3.8% | -11.8% | -9.4% |
| 6M | -4.1% | +9.3% | -13.4% | -7.3% |
| YTD | +11.9% | -1.1% | +13.0% | +9.8% |
| 1Y | +15.0% | +14.6% | +0.5% | +8.1% |
| 3Y | +64.2% | +146.4% | -82.2% | +23.1% |
| All | +20.0% | +21.4% | -1.3% | +3.5% |
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