+39.4%
CCL vs IEF
+129.4%
-90.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.0% | -0.3% | -4.8% | -5.4% |
| 30D | -20.3% | -0.8% | -19.6% | -21.1% |
| 3M | -15.1% | -1.0% | -14.2% | -16.4% |
| 6M | -15.1% | -2.8% | -12.4% | -18.5% |
| YTD | -21.8% | -1.5% | -20.3% | -23.8% |
| 1Y | -24.8% | -0.4% | -24.4% | -25.7% |
| 3Y | +51.9% | +9.7% | +42.2% | +67.4% |
| 5Y | +4.0% | -8.3% | +12.4% | -14.1% |
| 10Y | -42.2% | +4.6% | -46.8% | -40.0% |
| All | +39.4% | +129.4% | -90.0% | +468.6% |
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