+74.2%
CCL vs IEF
+125.4%
-51.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.6% |
| 7D | -1.2% | -2.0% | +0.8% | -3.3% |
| 30D | +13.1% | +0.7% | +12.4% | +13.9% |
| 3M | +3.4% | -2.5% | +5.9% | +0.3% |
| 6M | +18.7% | -2.6% | +21.3% | +14.6% |
| YTD | -2.3% | -3.2% | +0.9% | -6.7% |
| 1Y | +14.2% | -3.0% | +17.2% | +9.2% |
| 3Y | +133.6% | +10.5% | +123.0% | +161.7% |
| 5Y | +33.5% | -8.2% | +41.7% | +11.4% |
| 10Y | -32.8% | +6.7% | -39.5% | -27.7% |
| All | +74.2% | +125.4% | -51.2% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling