+897.6%
CCI vs IVZ
+285.8%
+611.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | +0.5% | +3.1% | -2.6% | -0.6% |
| 3M | -16.3% | +18.2% | -34.4% | -21.5% |
| 6M | -13.9% | +38.6% | -52.6% | -24.1% |
| YTD | -12.4% | +25.9% | -38.3% | -20.5% |
| 1Y | -15.2% | +51.7% | -66.9% | -28.2% |
| 3Y | -9.9% | +138.7% | -148.5% | -38.1% |
| 5Y | -50.8% | +62.8% | -113.6% | -62.8% |
| 10Y | +18.3% | +60.9% | -42.6% | -22.5% |
| All | +897.6% | +285.8% | +611.9% | +449.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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