-21.3%
CCL vs IEFA
+215.2%
-236.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.4% |
| 7D | -0.1% | +1.2% | -1.3% | -2.0% |
| 30D | -20.0% | -0.6% | -19.4% | -19.1% |
| 3M | -13.7% | +6.2% | -19.9% | -21.6% |
| 6M | -9.0% | +11.2% | -20.2% | -22.4% |
| YTD | -22.8% | +14.2% | -37.0% | -36.8% |
| 1Y | -25.3% | +20.0% | -45.3% | -43.5% |
| 3Y | +54.1% | +68.8% | -14.7% | -32.6% |
| 5Y | +3.5% | +52.7% | -49.2% | -43.3% |
| 10Y | -41.0% | +144.2% | -185.3% | -80.1% |
| All | -21.3% | +215.2% | -236.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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