-43.4%
CCL vs IEF
+4.0%
-47.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.4% |
| 7D | -4.3% | -1.2% | -3.1% | -4.9% |
| 30D | -19.0% | -1.5% | -17.5% | -19.6% |
| 3M | -13.1% | -1.7% | -11.4% | -13.9% |
| 6M | -13.3% | -3.5% | -9.8% | -15.4% |
| YTD | -25.2% | -2.6% | -22.6% | -26.6% |
| 1Y | -27.2% | -2.4% | -24.8% | -28.4% |
| 3Y | +49.2% | +8.9% | +40.3% | +58.2% |
| 5Y | +0.4% | -9.2% | +9.6% | -26.7% |
| All | -43.4% | +4.0% | -47.3% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling