-0.9%
CCL vs IEF
-8.6%
+7.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -18.2% | -0.6% | -17.6% | -18.0% |
| 3M | -17.7% | -1.0% | -16.7% | -17.4% |
| 6M | -13.0% | -3.1% | -9.9% | -12.5% |
| YTD | -24.5% | -1.9% | -22.6% | -24.0% |
| 1Y | -26.9% | -1.4% | -25.6% | -26.5% |
| 3Y | +50.8% | +9.8% | +41.0% | +49.2% |
| 5Y | -0.9% | -8.8% | +7.9% | -30.3% |
| All | -0.9% | -8.6% | +7.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling