-16.7%
CCI vs IEF
-0.2%
-16.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | +2.7% | -0.8% | +3.5% | +3.2% |
| 3M | -18.2% | -1.0% | -17.2% | -17.6% |
| 6M | -14.8% | -2.8% | -12.0% | -12.3% |
| YTD | -12.6% | -1.5% | -11.1% | -10.3% |
| 1Y | -16.7% | -0.4% | -16.3% | -14.3% |
| All | -16.7% | -0.2% | -16.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling